-29.8%
SYK vs SIRI
+26.8%
-56.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.2% |
| 7D | -12.3% | -3.0% | -9.3% | -11.9% |
| 30D | -22.4% | +1.3% | -23.7% | -22.6% |
| 3M | -12.3% | +5.6% | -18.0% | -12.5% |
| 6M | -24.3% | +35.2% | -59.5% | -27.6% |
| YTD | -22.8% | +49.1% | -71.8% | -27.7% |
| All | -29.8% | +26.8% | -56.7% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling