+1,070.0%
T vs SIRI
-17.3%
+1,087.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.8% |
| 7D | -1.3% | +1.6% | -2.8% | -1.3% |
| 30D | +11.4% | -4.7% | +16.1% | +11.5% |
| 3M | +14.3% | +5.3% | +9.0% | +14.0% |
| 6M | -9.3% | +30.5% | -39.8% | -10.3% |
| YTD | +7.1% | +49.6% | -42.5% | +5.3% |
| 1Y | -9.1% | +28.5% | -37.6% | -10.1% |
| 3Y | +105.3% | -27.5% | +132.8% | +105.6% |
| 5Y | +66.8% | -44.7% | +111.5% | +67.7% |
| 10Y | +66.8% | -12.6% | +79.4% | +65.0% |
| All | +1,070.0% | -17.3% | +1,087.4% | +975.5% |
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