+9.5%
TPR vs SIRI
+22.5%
-13.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -7.3% | -3.9% | -3.4% | -6.3% |
| 30D | -30.7% | -0.8% | -29.9% | -30.6% |
| 3M | -21.6% | +4.3% | -25.9% | -22.8% |
| 6M | -21.3% | +34.1% | -55.4% | -28.4% |
| YTD | -10.2% | +47.3% | -57.5% | -21.3% |
| 1Y | +9.5% | +22.9% | -13.4% | +2.7% |
| All | +9.5% | +22.5% | -13.0% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling