-42.8%
TOST vs SIRI
-38.6%
-4.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +4.0% | +11.4% | -7.3% | +1.5% |
| 30D | +11.1% | +24.2% | -13.2% | +5.7% |
| 3M | +0.8% | +11.1% | -10.3% | -1.7% |
| 6M | +38.8% | +23.9% | +14.9% | +31.9% |
| YTD | -2.1% | +70.0% | -72.1% | -14.0% |
| 1Y | -6.0% | +56.6% | -62.6% | -15.8% |
| 3Y | +149.8% | -21.4% | +171.1% | +151.3% |
| 5Y | -42.8% | -38.3% | -4.5% | -30.9% |
| All | -42.8% | -38.6% | -4.2% | -30.9% |
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