+50.9%
XYZ vs SIRI
-23.5%
+74.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.1% |
| 7D | +2.9% | +4.3% | -1.4% | +1.8% |
| 30D | +1.4% | -2.8% | +4.2% | +2.1% |
| 3M | +14.6% | +5.9% | +8.6% | +13.0% |
| 6M | +20.8% | +31.9% | -11.2% | +12.9% |
| YTD | +23.1% | +48.7% | -25.6% | +11.4% |
| 1Y | +5.6% | +23.2% | -17.6% | -0.2% |
| 3Y | +50.9% | -23.9% | +74.8% | +58.3% |
| All | +50.9% | -23.5% | +74.4% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling