+452.3%
SIMO vs SIRI
-23.5%
+475.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.8% | +6.3% |
| 7D | +14.6% | +4.3% | +10.3% | +13.8% |
| 30D | +6.2% | -2.8% | +9.0% | +6.6% |
| 3M | +3.6% | +5.9% | -2.4% | +1.7% |
| 6M | +130.8% | +31.9% | +98.8% | +117.9% |
| YTD | +195.8% | +48.7% | +147.1% | +172.4% |
| 1Y | +225.0% | +23.2% | +201.8% | +209.2% |
| 3Y | +452.3% | -23.9% | +476.2% | +435.4% |
| All | +452.3% | -23.5% | +475.8% | +435.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling