-64.8%
Z vs SIRI
-44.4%
-20.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.6% |
| 7D | -3.0% | +1.6% | -4.6% | -3.3% |
| 30D | -4.2% | -4.7% | +0.5% | -3.3% |
| 3M | -3.7% | +5.3% | -9.0% | -4.7% |
| 6M | -24.5% | +30.5% | -55.0% | -28.7% |
| YTD | -49.3% | +49.6% | -98.9% | -53.7% |
| 1Y | -58.7% | +28.5% | -87.2% | -61.1% |
| 3Y | -34.1% | -27.5% | -6.7% | -33.0% |
| All | -64.8% | -44.4% | -20.4% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling