+3,365.1%
SIMO vs SIRI
-44.2%
+3,409.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.6% | +11.3% | +9.2% |
| 7D | +4.2% | +1.6% | +2.7% | +3.9% |
| 30D | +4.1% | -4.7% | +8.8% | +5.0% |
| 3M | -12.9% | +5.3% | -18.1% | -14.2% |
| 6M | +110.3% | +30.5% | +79.8% | +98.6% |
| YTD | +178.6% | +49.6% | +128.9% | +155.4% |
| 1Y | +220.0% | +28.5% | +191.5% | +201.5% |
| 3Y | +409.0% | -27.5% | +436.5% | +413.1% |
| 5Y | +277.3% | -44.7% | +322.0% | +283.9% |
| 10Y | +506.6% | -12.6% | +519.2% | +454.2% |
| All | +3,365.1% | -44.2% | +3,409.3% | +2,529.6% |
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