-53.1%
TE vs SIRI
-49.3%
-3.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.4% |
| 7D | +0.2% | +0.6% | -0.3% | 0.0% |
| 30D | -5.9% | +2.5% | -8.4% | -6.6% |
| 3M | -45.6% | +6.6% | -52.2% | -46.8% |
| 6M | -43.4% | +32.9% | -76.2% | -47.4% |
| YTD | -31.0% | +50.5% | -81.4% | -38.5% |
| 1Y | +145.2% | +28.0% | +117.2% | +127.3% |
| 3Y | -24.1% | -22.4% | -1.6% | -23.7% |
| 5Y | -48.1% | -41.3% | -6.9% | -46.4% |
| All | -53.1% | -49.3% | -3.8% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling