+131.2%
TLT vs SIRI
+82.9%
+48.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | +0.4% | +4.3% | -3.9% | +0.5% |
| 30D | -0.3% | -2.8% | +2.5% | -0.3% |
| 3M | -1.7% | +5.9% | -7.6% | -1.6% |
| 6M | -4.9% | +31.9% | -36.8% | -4.3% |
| YTD | -2.8% | +48.7% | -51.4% | -1.8% |
| 1Y | -4.2% | +23.2% | -27.4% | -3.6% |
| 3Y | -1.1% | -23.9% | +22.8% | -1.1% |
| 5Y | -33.7% | -43.4% | +9.7% | -33.9% |
| 10Y | -20.7% | -13.6% | -7.1% | -19.6% |
| All | +131.2% | +82.9% | +48.3% | +149.0% |
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