+214.8%
TER vs SIRI
+24.9%
+189.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.6% |
| 7D | +9.4% | -3.0% | +12.4% | +9.5% |
| 30D | -2.4% | +1.3% | -3.7% | -2.5% |
| 3M | +6.5% | +5.6% | +0.9% | +4.3% |
| 6M | +23.2% | +35.2% | -12.0% | +16.3% |
| YTD | +91.5% | +49.1% | +42.4% | +74.7% |
| 1Y | +214.8% | +26.8% | +188.0% | +200.2% |
| All | +214.8% | +24.9% | +189.9% | +200.2% |
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 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