+64.4%
UL vs SIRI
-10.2%
+74.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -3.4% | +0.6% | -3.9% | -3.4% |
| 30D | +0.5% | +2.5% | -2.0% | +0.2% |
| 3M | +7.2% | +6.6% | +0.6% | +6.6% |
| 6M | -3.1% | +32.9% | -35.9% | -5.7% |
| YTD | -2.7% | +50.5% | -53.2% | -6.5% |
| 1Y | -10.2% | +28.0% | -38.2% | -12.6% |
| 3Y | +20.3% | -22.4% | +42.7% | +20.3% |
| 5Y | +19.9% | -41.3% | +61.2% | +21.2% |
| All | +64.4% | -10.2% | +74.6% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling