+163.6%
W vs SIRI
+6.8%
+156.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +3.9% |
| 7D | -4.2% | +1.6% | -5.7% | -5.2% |
| 30D | -7.6% | -4.7% | -2.9% | -5.3% |
| 3M | +37.2% | +5.3% | +31.9% | +33.5% |
| 6M | +26.3% | +30.5% | -4.2% | +9.2% |
| YTD | -1.0% | +49.6% | -50.6% | -21.3% |
| 1Y | +20.1% | +28.5% | -8.4% | +2.6% |
| 3Y | +37.8% | -27.5% | +65.3% | +46.1% |
| 5Y | -63.7% | -44.7% | -19.0% | -57.5% |
| 10Y | +156.3% | -12.6% | +169.0% | +88.9% |
| All | +163.6% | +6.8% | +156.8% | +54.9% |
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