+2,391.6%
SIMO vs SIRI
-37.4%
+2,429.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.7% |
| 7D | +0.9% | -2.6% | +3.5% | +1.4% |
| 30D | -25.4% | +22.2% | -47.6% | -28.3% |
| 3M | -17.8% | +14.1% | -31.8% | -20.2% |
| 6M | -29.6% | +22.5% | -52.1% | -32.9% |
| YTD | +100.3% | +67.9% | +32.4% | +78.8% |
| 1Y | +100.4% | +54.6% | +45.8% | +81.7% |
| 3Y | +246.1% | -21.3% | +267.4% | +243.9% |
| 5Y | +189.8% | -40.4% | +230.2% | +189.9% |
| 10Y | +434.6% | -6.2% | +440.8% | +379.7% |
| All | +2,391.6% | -37.4% | +2,429.0% | +1,741.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling