+43.2%
TER vs SIRI
+59.9%
-16.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +8.4% | -15.3% | -5.4% |
| 7D | -19.9% | +22.3% | -42.1% | -17.3% |
| 30D | -43.5% | +26.9% | -70.5% | -41.5% |
| 3M | -37.8% | +9.6% | -47.4% | -36.1% |
| 6M | -25.6% | +27.2% | -52.7% | -25.3% |
| YTD | +29.8% | +72.4% | -42.6% | +18.1% |
| 1Y | +43.2% | +59.9% | -16.8% | +38.6% |
| All | +43.2% | +59.9% | -16.7% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling