+414.3%
VUG vs SIRI
-10.2%
+424.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -0.5% | +0.6% | -1.0% | -0.6% |
| 30D | -1.0% | +2.5% | -3.5% | -1.6% |
| 3M | +3.5% | +6.6% | -3.1% | +1.8% |
| 6M | +14.2% | +32.9% | -18.7% | +6.9% |
| YTD | +8.5% | +50.5% | -42.0% | -1.5% |
| 1Y | +12.9% | +28.0% | -15.1% | +5.8% |
| 3Y | +85.6% | -22.4% | +108.0% | +84.6% |
| 5Y | +78.1% | -41.3% | +119.4% | +81.4% |
| All | +414.3% | -10.2% | +424.6% | +351.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling