+533.2%
XYZ vs SIRI
-11.8%
+545.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.3% |
| 7D | -1.0% | +1.6% | -2.5% | -1.6% |
| 30D | -1.7% | -4.7% | +3.0% | +0.2% |
| 3M | +16.7% | +5.3% | +11.5% | +14.2% |
| 6M | +26.9% | +30.5% | -3.7% | +13.0% |
| YTD | +27.1% | +49.6% | -22.5% | +6.2% |
| 1Y | +9.3% | +28.5% | -19.3% | -3.6% |
| 3Y | +42.3% | -27.5% | +69.7% | +47.6% |
| 5Y | -69.3% | -44.7% | -24.7% | -65.9% |
| 10Y | +586.8% | -12.6% | +599.4% | +445.5% |
| All | +533.2% | -11.8% | +545.0% | +373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling