+7.2%
XYZ vs SIRI
+24.9%
-17.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -5.2% | -3.0% | -2.2% | -4.6% |
| 30D | 0.0% | +1.3% | -1.3% | -0.3% |
| 3M | +18.7% | +5.6% | +13.1% | +18.0% |
| 6M | +20.5% | +35.1% | -14.6% | +18.4% |
| YTD | +21.5% | +49.0% | -27.6% | +19.0% |
| 1Y | +7.2% | +26.8% | -19.5% | +5.2% |
| All | +7.2% | +24.9% | -17.7% | +5.2% |
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