+9.3%
XYZ vs SIRI
+28.3%
-19.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | -1.0% | +1.6% | -2.5% | -1.4% |
| 30D | -1.7% | -4.7% | +3.0% | -1.0% |
| 3M | +16.7% | +5.3% | +11.5% | +16.0% |
| 6M | +26.9% | +30.5% | -3.7% | +24.3% |
| YTD | +27.1% | +49.6% | -22.5% | +24.1% |
| 1Y | +9.3% | +28.5% | -19.3% | +7.6% |
| All | +9.3% | +28.3% | -19.1% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling