+15.6%
U vs SIRI
-22.6%
+38.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.3% |
| 7D | +5.5% | +0.6% | +5.0% | +5.4% |
| 30D | -1.3% | +2.5% | -3.8% | -2.0% |
| 3M | +64.6% | +6.6% | +58.0% | +61.6% |
| 6M | +119.4% | +32.9% | +86.5% | +103.2% |
| YTD | -0.5% | +50.5% | -50.9% | -12.0% |
| 1Y | +1.3% | +28.0% | -26.7% | -6.2% |
| 3Y | +15.6% | -22.4% | +38.0% | +24.6% |
| All | +15.6% | -22.6% | +38.2% | +24.6% |
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