+293.7%
TPR vs SIRI
-23.5%
+317.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.1% | -3.6% |
| 7D | -3.4% | +4.3% | -7.6% | -4.1% |
| 30D | -27.3% | -2.8% | -24.5% | -27.0% |
| 3M | -16.2% | +5.9% | -22.1% | -17.1% |
| 6M | -17.9% | +31.9% | -49.8% | -21.6% |
| YTD | -7.1% | +48.7% | -55.8% | -13.1% |
| 1Y | +13.6% | +23.2% | -9.6% | +9.1% |
| 3Y | +293.7% | -23.9% | +317.6% | +301.4% |
| All | +293.7% | -23.5% | +317.3% | +301.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling