+5.5%
URI vs SIRI
+28.3%
-22.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.0% |
| 7D | -2.0% | +1.6% | -3.6% | -2.3% |
| 30D | -12.9% | -4.7% | -8.2% | -12.4% |
| 3M | -6.7% | +5.3% | -12.0% | -8.0% |
| 6M | +19.0% | +30.5% | -11.5% | +10.6% |
| YTD | +25.5% | +49.6% | -24.1% | +11.8% |
| 1Y | +5.5% | +28.5% | -23.0% | -1.8% |
| All | +5.5% | +28.3% | -22.8% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling