-20.9%
VST vs SIRI
+28.3%
-49.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +3.4% |
| 7D | +8.9% | +1.6% | +7.3% | +8.8% |
| 30D | +6.2% | -4.7% | +10.9% | +5.8% |
| 3M | -2.7% | +5.3% | -8.0% | -3.4% |
| 6M | -8.4% | +30.5% | -38.9% | -8.5% |
| YTD | -7.2% | +49.6% | -56.8% | -6.2% |
| 1Y | -20.9% | +28.5% | -49.4% | -23.1% |
| All | -20.9% | +28.3% | -49.2% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling