-56.3%
Z vs SIRI
-38.7%
-17.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -2.1% |
| 7D | -4.6% | +12.6% | -17.2% | -7.0% |
| 30D | +8.3% | +25.9% | -17.6% | +3.0% |
| 3M | -11.6% | +10.3% | -21.9% | -13.6% |
| 6M | -33.6% | +24.8% | -58.4% | -36.8% |
| YTD | -56.7% | +68.6% | -125.3% | -61.6% |
| 1Y | -59.1% | +55.9% | -115.0% | -63.1% |
| 3Y | -20.4% | -22.3% | +2.0% | -19.9% |
| All | -56.3% | -38.7% | -17.6% | -49.0% |
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 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