+596.0%
SIMO vs SIRI
-10.2%
+606.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +7.1% |
| 7D | +11.0% | +0.6% | +10.5% | +10.9% |
| 30D | +17.9% | +2.5% | +15.4% | +17.3% |
| 3M | +3.9% | +6.6% | -2.7% | +2.0% |
| 6M | +131.0% | +32.9% | +98.1% | +117.6% |
| YTD | +209.3% | +50.5% | +158.9% | +183.6% |
| 1Y | +223.8% | +28.0% | +195.8% | +205.5% |
| 3Y | +479.2% | -22.4% | +501.6% | +472.8% |
| 5Y | +316.0% | -41.3% | +357.3% | +314.4% |
| All | +596.0% | -10.2% | +606.3% | +470.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling