+15.2%
TOST vs SIRI
+33.0%
-17.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.6% |
| 7D | -3.4% | +1.6% | -5.0% | -3.8% |
| 30D | -2.4% | -4.7% | +2.3% | -1.4% |
| 3M | +34.6% | +5.3% | +29.3% | +33.7% |
| 6M | +15.2% | +30.5% | -15.3% | +4.8% |
| All | +15.2% | +33.0% | -17.8% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling