+8,579.1%
TPR vs SIRI
-92.3%
+8,671.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +12.1% | +5.5% | +6.5% | +11.4% |
| 30D | +16.7% | +22.6% | -5.9% | +14.0% |
| 3M | -17.4% | +12.9% | -30.3% | -18.6% |
| 6M | +2.3% | +22.3% | -20.0% | -0.2% |
| YTD | +7.1% | +67.8% | -60.6% | +0.7% |
| 1Y | +29.5% | +54.6% | -25.1% | +22.8% |
| 3Y | +415.0% | -21.4% | +436.4% | +416.0% |
| 5Y | +261.5% | -39.2% | +300.7% | +265.3% |
| 10Y | +383.3% | -5.2% | +388.5% | +371.0% |
| All | +8,579.1% | -92.3% | +8,671.4% | +8,045.8% |
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 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