+24.7%
Z vs SIRI
-7.8%
+32.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.2% |
| 7D | -3.0% | +1.6% | -4.6% | -3.5% |
| 30D | -4.2% | -4.7% | +0.5% | -2.7% |
| 3M | -3.7% | +5.3% | -9.0% | -5.4% |
| 6M | -24.5% | +30.5% | -55.0% | -31.5% |
| YTD | -49.3% | +49.6% | -98.9% | -56.5% |
| 1Y | -58.7% | +28.5% | -87.2% | -62.8% |
| 3Y | -34.1% | -27.5% | -6.7% | -31.9% |
| 5Y | -64.5% | -44.7% | -19.9% | -62.3% |
| 10Y | -0.5% | -12.6% | +12.1% | -26.6% |
| All | +24.7% | -7.8% | +32.5% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling