-39.0%
U vs SIRI
-33.2%
-5.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.3% |
| 7D | -3.8% | +1.6% | -5.4% | -4.3% |
| 30D | +17.5% | -4.7% | +22.2% | +18.7% |
| 3M | +38.7% | +5.3% | +33.5% | +36.4% |
| 6M | +104.4% | +30.5% | +73.9% | +88.5% |
| YTD | -5.7% | +49.6% | -55.3% | -17.5% |
| 1Y | +3.7% | +28.5% | -24.8% | -5.2% |
| 3Y | +12.3% | -27.5% | +39.8% | +16.4% |
| 5Y | -68.8% | -44.7% | -24.2% | -65.0% |
| All | -39.0% | -33.2% | -5.8% | -36.8% |
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 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