+83.9%
TER vs SIRI
-41.3%
+125.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | +24.0% | -3.7% | +27.6% | +24.9% |
| 30D | -30.6% | +20.4% | -51.1% | -33.4% |
| 3M | -34.5% | +12.5% | -47.0% | -36.4% |
| 6M | -26.4% | +23.4% | -49.8% | -30.4% |
| YTD | +36.4% | +65.2% | -28.7% | +19.5% |
| 1Y | +47.4% | +52.4% | -5.0% | +31.6% |
| 3Y | +202.6% | -22.6% | +225.2% | +197.2% |
| 5Y | +83.9% | -41.7% | +125.6% | +114.9% |
| All | +83.9% | -41.3% | +125.2% | +114.9% |
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