+597.9%
XYZ vs SIRI
-11.1%
+608.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | -5.2% | -3.0% | -2.2% | -4.0% |
| 30D | 0.0% | +1.3% | -1.3% | -0.6% |
| 3M | +18.7% | +5.6% | +13.1% | +16.0% |
| 6M | +20.5% | +35.1% | -14.6% | +6.2% |
| YTD | +21.5% | +49.0% | -27.6% | +2.1% |
| 1Y | +7.2% | +26.8% | -19.5% | -4.6% |
| 3Y | +49.0% | -23.7% | +72.6% | +50.8% |
| 5Y | -68.1% | -41.8% | -26.3% | -65.6% |
| All | +597.9% | -11.1% | +608.9% | +540.5% |
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