+730.4%
SW vs SIRI
+60.8%
+669.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | +4.7% | +15.9% | -11.2% | +3.7% |
| 30D | +5.0% | +26.0% | -21.0% | +3.6% |
| 3M | -7.3% | +9.2% | -16.5% | -7.9% |
| 6M | +15.0% | +28.3% | -13.3% | +13.2% |
| YTD | +18.5% | +71.5% | -53.0% | +14.7% |
| 1Y | +27.1% | +55.0% | -27.8% | +23.7% |
| 3Y | +49.3% | -24.4% | +73.8% | +49.0% |
| 5Y | -1.6% | -37.6% | +35.9% | -2.0% |
| 10Y | +185.4% | +1.1% | +184.3% | +176.0% |
| All | +730.4% | +60.8% | +669.5% | +814.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling