+46.8%
VMC vs SIRI
-42.5%
+89.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -3.7% | -3.0% | -0.7% | -3.4% |
| 30D | -12.8% | +1.3% | -14.1% | -12.9% |
| 3M | -7.9% | +5.6% | -13.6% | -8.5% |
| 6M | -7.5% | +35.2% | -42.7% | -10.5% |
| YTD | -11.6% | +49.1% | -60.7% | -15.5% |
| 1Y | -14.3% | +26.8% | -41.0% | -16.7% |
| 3Y | +18.5% | -23.7% | +42.2% | +18.9% |
| 5Y | +46.8% | -41.8% | +88.6% | +57.1% |
| All | +46.8% | -42.5% | +89.3% | +57.1% |
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