+210.1%
W vs SIRI
-7.4%
+217.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.2% |
| 7D | +0.2% | -1.7% | +1.9% | +1.1% |
| 30D | +6.8% | +21.1% | -14.3% | -3.1% |
| 3M | +10.7% | +14.7% | -4.1% | +2.8% |
| 6M | +86.3% | +22.9% | +63.4% | +67.8% |
| YTD | +11.5% | +65.7% | -54.3% | -15.3% |
| 1Y | +5.1% | +53.5% | -48.4% | -17.0% |
| 3Y | +171.0% | -23.0% | +194.0% | +185.4% |
| 5Y | -56.6% | -41.5% | -15.1% | -50.1% |
| All | +210.1% | -7.4% | +217.6% | +176.5% |
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