-5.8%
Z vs SIRI
-13.0%
+7.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.8% | -6.2% |
| 7D | -3.3% | +4.3% | -7.5% | -4.6% |
| 30D | -3.7% | -2.8% | -0.9% | -2.9% |
| 3M | -7.0% | +5.9% | -12.9% | -8.8% |
| 6M | -29.5% | +31.9% | -61.4% | -36.0% |
| YTD | -52.6% | +48.7% | -101.2% | -59.0% |
| 1Y | -64.0% | +23.2% | -87.2% | -67.0% |
| 3Y | -36.4% | -23.9% | -12.6% | -35.5% |
| 5Y | -65.8% | -43.4% | -22.3% | -64.0% |
| 10Y | -5.8% | -13.6% | +7.8% | -20.5% |
| All | -5.8% | -13.0% | +7.2% | -20.5% |
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