+2,926.4%
V vs SIRI
+37.2%
+2,889.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.6% |
| 7D | -1.7% | +1.6% | -3.3% | -1.9% |
| 30D | +2.0% | -4.7% | +6.7% | +2.5% |
| 3M | +17.4% | +5.3% | +12.1% | +16.5% |
| 6M | +17.5% | +30.5% | -13.0% | +13.2% |
| YTD | +7.6% | +49.6% | -42.0% | +1.7% |
| 1Y | +7.7% | +28.5% | -20.8% | +3.6% |
| 3Y | +54.7% | -27.5% | +82.1% | +55.4% |
| 5Y | +73.0% | -44.7% | +117.7% | +76.2% |
| 10Y | +390.9% | -12.6% | +403.5% | +372.5% |
| All | +2,926.4% | +37.2% | +2,889.2% | +2,613.5% |
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 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