-44.6%
VG vs SIRI
+57.0%
-101.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -0.9% |
| 7D | +14.0% | -1.7% | +15.7% | +14.1% |
| 30D | -1.0% | +21.1% | -22.1% | -2.9% |
| 3M | -2.7% | +14.7% | -17.4% | -4.1% |
| 6M | +1.5% | +22.9% | -21.4% | -2.3% |
| YTD | +93.7% | +65.7% | +28.0% | +68.9% |
| 1Y | +68.5% | +53.5% | +15.1% | +50.9% |
| All | -44.6% | +57.0% | -101.6% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling