+6,893.4%
URI vs SIRI
-79.1%
+6,972.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 6M | +19.0% | +30.5% | -11.5% | +14.0% |
| YTD | +25.5% | +49.6% | -24.1% | +17.8% |
| 1Y | +5.5% | +28.5% | -23.0% | +1.1% |
| 3Y | +111.3% | -27.5% | +138.8% | +114.4% |
| 5Y | +198.6% | -44.7% | +243.2% | +208.7% |
| 10Y | +1,179.9% | -12.6% | +1,192.5% | +1,161.6% |
| All | +6,893.4% | -79.1% | +6,972.6% | +4,720.3% |
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