+306.7%
SIMO vs SIRI
-44.1%
+350.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | +14.5% | -3.9% | +18.4% | +14.9% |
| 30D | +20.4% | -0.8% | +21.3% | +20.5% |
| 3M | +7.1% | +4.3% | +2.8% | +6.1% |
| 6M | +129.2% | +34.1% | +95.2% | +121.0% |
| YTD | +201.9% | +47.3% | +154.6% | +187.4% |
| 1Y | +235.5% | +22.9% | +212.6% | +225.3% |
| 3Y | +463.8% | -24.6% | +488.4% | +449.8% |
| 5Y | +306.7% | -43.2% | +349.9% | +313.1% |
| All | +306.7% | -44.1% | +350.8% | +313.1% |
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