+155.2%
W vs SIRI
-10.2%
+165.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -0.9% | +0.6% | -1.4% | -1.2% |
| 30D | -4.2% | +2.5% | -6.7% | -5.7% |
| 3M | +26.9% | +6.6% | +20.3% | +22.7% |
| 6M | +31.2% | +32.9% | -1.6% | +13.1% |
| YTD | -1.8% | +50.5% | -52.3% | -21.6% |
| 1Y | +9.3% | +28.0% | -18.7% | -5.8% |
| 3Y | +33.2% | -22.4% | +55.6% | +36.0% |
| 5Y | -62.4% | -41.3% | -21.1% | -57.7% |
| All | +155.2% | -10.2% | +165.4% | +124.2% |
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