+3,643.8%
TER vs SIRI
-8.5%
+3,652.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | +14.4% | -1.7% | +16.1% | +14.6% |
| 30D | -30.6% | +21.1% | -51.7% | -32.2% |
| 3M | -39.2% | +14.7% | -53.9% | -40.3% |
| 6M | -31.3% | +22.9% | -54.2% | -33.2% |
| YTD | +29.1% | +65.7% | -36.7% | +20.8% |
| 1Y | +47.4% | +53.5% | -6.0% | +39.2% |
| 3Y | +191.2% | -23.0% | +214.2% | +193.3% |
| 5Y | +74.0% | -41.5% | +115.5% | +77.1% |
| 10Y | +1,005.1% | -7.4% | +1,012.5% | +974.2% |
| All | +3,643.8% | -8.5% | +3,652.3% | +3,087.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling