+71.0%
UBER vs SIRI
-38.3%
+109.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -7.0% | -3.9% | -3.1% | -6.0% |
| 30D | -8.9% | -0.8% | -8.1% | -8.8% |
| 3M | +1.0% | +4.3% | -3.3% | -0.4% |
| 6M | -3.7% | +34.1% | -37.8% | -11.8% |
| YTD | -13.0% | +47.3% | -60.3% | -22.6% |
| 1Y | -25.5% | +22.9% | -48.4% | -30.6% |
| 3Y | +50.5% | -24.6% | +75.0% | +51.2% |
| 5Y | +76.2% | -43.2% | +119.3% | +86.4% |
| All | +71.0% | -38.3% | +109.3% | +62.6% |
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 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