-53.1%
Z vs SIRI
-41.4%
-11.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.4% |
| 7D | +0.8% | -1.7% | +2.5% | +1.3% |
| 30D | +5.2% | +21.1% | -15.9% | +0.9% |
| 3M | -17.0% | +14.7% | -31.8% | -19.5% |
| 6M | -22.7% | +22.9% | -45.6% | -26.0% |
| YTD | -56.3% | +65.7% | -122.1% | -61.1% |
| 1Y | -57.7% | +53.5% | -111.1% | -61.6% |
| 3Y | -16.5% | -23.0% | +6.4% | -15.8% |
| All | -53.1% | -41.4% | -11.7% | -44.3% |
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