-18.5%
Z vs SIRI
-7.8%
-10.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | -4.9% | -3.7% | -1.2% | -3.7% |
| 30D | +3.0% | +20.4% | -17.5% | -3.0% |
| 3M | -13.4% | +12.5% | -25.9% | -16.7% |
| 6M | -27.3% | +23.4% | -50.8% | -32.3% |
| YTD | -57.8% | +65.2% | -123.0% | -64.7% |
| 1Y | -60.0% | +52.4% | -112.4% | -65.6% |
| 3Y | -21.5% | -22.6% | +1.1% | -19.4% |
| 5Y | -55.0% | -41.7% | -13.3% | -51.7% |
| All | -18.5% | -7.8% | -10.7% | -30.0% |
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