-30.3%
SIMO vs SIRI
+20.5%
-50.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -3.1% |
| 7D | +14.9% | -3.7% | +18.5% | +12.6% |
| 30D | -27.0% | +20.4% | -47.4% | -19.1% |
| 3M | -25.4% | +12.5% | -37.9% | -20.0% |
| 6M | -30.3% | +23.4% | -53.7% | -36.0% |
| All | -30.3% | +20.5% | -50.7% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling