+65.5%
T vs SIRI
-22.7%
+88.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.5% | -1.7% | +4.2% | +2.6% |
| 30D | -3.8% | +21.1% | -24.9% | -4.7% |
| 3M | -8.7% | +14.7% | -23.5% | -9.4% |
| 6M | -8.1% | +22.9% | -31.0% | -9.1% |
| YTD | -6.4% | +65.7% | -72.2% | -8.6% |
| 1Y | -9.8% | +53.5% | -63.2% | -11.6% |
| 3Y | +65.5% | -23.0% | +88.5% | +69.3% |
| All | +65.5% | -22.7% | +88.2% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling