+292.2%
TER vs SIRI
-24.2%
+316.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | +12.4% | -3.9% | +16.3% | +13.5% |
| 30D | +5.1% | -0.8% | +6.0% | +5.3% |
| 3M | +4.0% | +4.3% | -0.3% | +1.7% |
| 6M | +29.5% | +34.1% | -4.5% | +17.4% |
| YTD | +98.5% | +47.3% | +51.1% | +73.6% |
| 1Y | +234.1% | +22.9% | +211.2% | +208.1% |
| All | +292.2% | -24.2% | +316.4% | +291.4% |
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