+228.2%
TER vs SIRI
-44.1%
+272.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | +12.4% | -3.9% | +16.3% | +13.3% |
| 30D | +5.1% | -0.8% | +6.0% | +5.3% |
| 3M | +4.0% | +4.3% | -0.3% | +2.2% |
| 6M | +29.5% | +34.1% | -4.5% | +19.8% |
| YTD | +98.5% | +47.3% | +51.1% | +78.6% |
| 1Y | +234.1% | +22.9% | +211.2% | +213.2% |
| 3Y | +289.0% | -24.6% | +313.6% | +286.6% |
| 5Y | +228.2% | -43.2% | +271.3% | +257.7% |
| All | +228.2% | -44.1% | +272.3% | +257.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling