+5,481.8%
TER vs SIRI
-17.9%
+5,499.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | +11.0% | +4.3% | +6.7% | +10.4% |
| 30D | -1.9% | -2.8% | +1.0% | -1.6% |
| 3M | -0.7% | +5.9% | -6.6% | -1.6% |
| 6M | +36.4% | +31.9% | +4.4% | +31.6% |
| YTD | +92.4% | +48.7% | +43.8% | +82.9% |
| 1Y | +213.5% | +23.2% | +190.3% | +204.1% |
| 3Y | +277.2% | -23.9% | +301.1% | +280.8% |
| 5Y | +219.1% | -43.4% | +262.5% | +227.3% |
| 10Y | +1,744.2% | -13.6% | +1,757.9% | +1,713.9% |
| All | +5,481.8% | -17.9% | +5,499.7% | +4,726.9% |
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 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