+1,245.4%
VUG vs SIRI
+35.3%
+1,210.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +0.9% | +4.3% | -3.4% | +0.3% |
| 30D | -1.4% | -2.8% | +1.4% | -1.1% |
| 3M | +2.3% | +5.9% | -3.6% | +1.5% |
| 6M | +15.7% | +31.9% | -16.3% | +11.6% |
| YTD | +8.6% | +48.7% | -40.0% | +3.1% |
| 1Y | +14.1% | +23.2% | -9.2% | +10.5% |
| 3Y | +87.9% | -23.9% | +111.8% | +87.9% |
| 5Y | +76.3% | -43.4% | +119.7% | +79.1% |
| 10Y | +409.7% | -13.6% | +423.3% | +394.0% |
| All | +1,245.4% | +35.3% | +1,210.0% | +1,009.3% |
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