+67.7%
V vs SIRI
-44.1%
+111.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -2.9% | -3.9% | +1.0% | -2.5% |
| 30D | +1.9% | -0.8% | +2.7% | +1.9% |
| 3M | +13.2% | +4.3% | +8.9% | +12.7% |
| 6M | +16.7% | +34.1% | -17.3% | +13.1% |
| YTD | +5.4% | +47.3% | -41.9% | +1.0% |
| 1Y | +7.7% | +22.9% | -15.3% | +4.9% |
| 3Y | +52.0% | -24.6% | +76.6% | +50.8% |
| 5Y | +67.7% | -43.2% | +110.9% | +73.5% |
| All | +67.7% | -44.1% | +111.8% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling