-2.6%
SW vs SIRI
-38.7%
+36.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.7% |
| 7D | +2.3% | +12.6% | -10.3% | +0.9% |
| 30D | +6.8% | +25.9% | -19.1% | +3.9% |
| 3M | -5.2% | +10.3% | -15.5% | -6.4% |
| 6M | +7.4% | +24.8% | -17.4% | +4.5% |
| YTD | +17.4% | +68.6% | -51.2% | +10.4% |
| 1Y | +27.1% | +55.9% | -28.8% | +20.4% |
| 3Y | +47.9% | -22.3% | +70.2% | +43.6% |
| All | -2.6% | -38.7% | +36.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling