+7,716.4%
TPR vs SIRI
-93.1%
+7,809.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | -2.3% | +1.6% | -3.9% | -2.5% |
| 30D | -23.0% | -4.7% | -18.3% | -22.6% |
| 3M | -12.5% | +5.3% | -17.7% | -13.1% |
| 6M | -21.4% | +30.5% | -51.9% | -24.0% |
| YTD | -3.5% | +49.6% | -53.1% | -8.1% |
| 1Y | +17.4% | +28.5% | -11.2% | +13.6% |
| 3Y | +291.3% | -27.5% | +318.7% | +294.5% |
| 5Y | +241.9% | -44.7% | +286.6% | +249.4% |
| 10Y | +322.7% | -12.6% | +335.3% | +316.3% |
| All | +7,716.4% | -93.1% | +7,809.6% | +7,335.4% |
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 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