-14.5%
Z vs SIRI
0.0%
-14.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.5% |
| 7D | -5.2% | +11.4% | -16.6% | -8.5% |
| 30D | +5.7% | +24.2% | -18.5% | -1.5% |
| 3M | -8.7% | +11.1% | -19.9% | -11.9% |
| 6M | -26.0% | +23.9% | -49.9% | -31.1% |
| YTD | -55.0% | +70.0% | -125.1% | -62.8% |
| 1Y | -58.0% | +56.6% | -114.6% | -64.2% |
| 3Y | -15.2% | -21.4% | +6.2% | -13.4% |
| 5Y | -53.8% | -38.3% | -15.5% | -51.7% |
| 10Y | -14.5% | -3.5% | -11.0% | -28.1% |
| All | -14.5% | 0.0% | -14.5% | -28.1% |
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