-68.9%
U vs SIRI
-42.5%
-26.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | 0.0% | -3.0% | +3.0% | +0.8% |
| 30D | -4.1% | +1.3% | -5.4% | -4.6% |
| 3M | +57.8% | +5.6% | +52.2% | +55.0% |
| 6M | +103.5% | +35.2% | +68.4% | +86.1% |
| YTD | -4.8% | +49.1% | -53.8% | -16.5% |
| 1Y | -2.4% | +26.8% | -29.2% | -10.4% |
| 3Y | +11.7% | -23.7% | +35.3% | +14.1% |
| 5Y | -68.9% | -41.8% | -27.0% | -62.8% |
| All | -68.9% | -42.5% | -26.4% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling