+566.1%
XYZ vs SIRI
-7.8%
+573.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.4% |
| 7D | -2.1% | -3.7% | +1.6% | -0.6% |
| 30D | +7.0% | +20.4% | -13.4% | -0.4% |
| 3M | +5.1% | +12.5% | -7.4% | +0.3% |
| 6M | +14.1% | +23.4% | -9.4% | +4.7% |
| YTD | +26.4% | +65.2% | -38.8% | +2.1% |
| 1Y | +25.1% | +52.4% | -27.3% | +4.2% |
| 3Y | +59.7% | -22.6% | +82.3% | +64.9% |
| 5Y | -63.8% | -41.7% | -22.1% | -59.8% |
| All | +566.1% | -7.8% | +573.8% | +531.0% |
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