-35.7%
U vs SIRI
-32.9%
-2.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.2% |
| 7D | +5.5% | +0.6% | +5.0% | +5.4% |
| 30D | -1.3% | +2.5% | -3.8% | -2.1% |
| 3M | +64.6% | +6.6% | +58.0% | +61.2% |
| 6M | +119.4% | +32.9% | +86.5% | +101.4% |
| YTD | -0.5% | +50.5% | -50.9% | -13.0% |
| 1Y | +1.3% | +28.0% | -26.7% | -7.3% |
| 3Y | +15.6% | -22.4% | +38.0% | +17.5% |
| 5Y | -67.5% | -41.3% | -26.2% | -64.1% |
| All | -35.7% | -32.9% | -2.8% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling