+100.5%
SIMO vs SIRI
+59.9%
+40.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +8.4% | -18.0% | -7.7% |
| 7D | -16.9% | +22.3% | -39.1% | -13.5% |
| 30D | -35.4% | +26.9% | -62.3% | -32.3% |
| 3M | -31.9% | +9.6% | -41.5% | -29.9% |
| 6M | -19.3% | +27.2% | -46.5% | -19.3% |
| YTD | +98.5% | +72.4% | +26.1% | +83.9% |
| 1Y | +100.5% | +59.9% | +40.6% | +98.3% |
| All | +100.5% | +59.9% | +40.7% | +98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling