+207.8%
TER vs SIRI
-22.9%
+230.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | +24.0% | -3.7% | +27.6% | +25.1% |
| 30D | -30.6% | +20.4% | -51.1% | -34.0% |
| 3M | -34.5% | +12.5% | -47.0% | -36.7% |
| 6M | -26.4% | +23.4% | -49.8% | -31.4% |
| YTD | +36.4% | +65.2% | -28.7% | +14.6% |
| 1Y | +47.4% | +52.4% | -5.0% | +27.2% |
| All | +207.8% | -22.9% | +230.7% | +216.8% |
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