-50.0%
TE vs SIRI
-50.4%
+0.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.7% |
| 7D | +15.0% | -3.9% | +18.9% | +16.2% |
| 30D | -7.5% | -0.8% | -6.7% | -7.4% |
| 3M | -42.0% | +4.3% | -46.3% | -42.9% |
| 6M | -31.4% | +34.1% | -65.5% | -36.4% |
| YTD | -26.5% | +47.3% | -73.8% | -34.1% |
| 1Y | +153.1% | +22.9% | +130.2% | +137.1% |
| 3Y | -20.7% | -24.6% | +3.9% | -19.7% |
| 5Y | -45.4% | -43.2% | -2.3% | -43.3% |
| All | -50.0% | -50.4% | +0.4% | -47.5% |
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