-61.8%
W vs SIRI
-43.2%
-18.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +5.9% | -3.9% | +9.8% | +7.7% |
| 30D | -3.0% | -0.8% | -2.2% | -2.8% |
| 3M | +40.3% | +4.3% | +36.0% | +37.9% |
| 6M | +32.2% | +34.1% | -1.8% | +16.6% |
| YTD | -0.3% | +47.3% | -47.6% | -16.3% |
| 1Y | +16.2% | +22.9% | -6.8% | +4.8% |
| 3Y | +40.7% | -24.6% | +65.3% | +45.5% |
| All | -61.8% | -43.2% | -18.6% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling