+87.5%
U vs SIRI
-22.7%
+110.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.2% |
| 7D | +2.6% | -1.7% | +4.3% | +3.0% |
| 30D | +27.6% | +21.1% | +6.4% | +21.3% |
| 3M | +15.3% | +14.7% | +0.6% | +11.0% |
| 6M | +96.4% | +22.9% | +73.5% | +85.1% |
| YTD | +19.6% | +65.7% | -46.2% | +2.2% |
| 1Y | +42.1% | +53.5% | -11.4% | +24.4% |
| 3Y | +87.5% | -23.0% | +110.5% | +117.3% |
| All | +87.5% | -22.7% | +110.2% | +117.3% |
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