+320.5%
TMUS vs SIRI
+24.8%
+295.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.8% | -3.1% |
| 7D | +0.1% | +1.6% | -1.5% | -0.2% |
| 30D | +5.3% | -4.7% | +10.0% | +5.9% |
| 3M | +3.1% | +5.3% | -2.1% | +2.2% |
| 6M | -16.5% | +30.5% | -47.0% | -20.1% |
| YTD | -9.2% | +49.6% | -58.8% | -15.0% |
| 1Y | -26.5% | +28.5% | -55.0% | -29.8% |
| 3Y | +39.0% | -27.5% | +66.5% | +39.3% |
| 5Y | +40.4% | -44.7% | +85.0% | +43.2% |
| 10Y | +303.7% | -12.6% | +316.3% | +278.8% |
| All | +320.5% | +24.8% | +295.7% | +250.4% |
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