-24.1%
TE vs SIRI
-22.6%
-1.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.3% |
| 7D | +0.2% | +0.6% | -0.3% | 0.0% |
| 30D | -5.9% | +2.5% | -8.4% | -6.8% |
| 3M | -45.6% | +6.6% | -52.2% | -47.4% |
| 6M | -43.4% | +32.9% | -76.2% | -49.0% |
| YTD | -31.0% | +50.5% | -81.4% | -41.4% |
| 1Y | +145.2% | +28.0% | +117.2% | +120.4% |
| 3Y | -24.1% | -22.4% | -1.6% | -21.2% |
| All | -24.1% | -22.6% | -1.5% | -21.2% |
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