+2,198.9%
SIMO vs SIRI
-38.2%
+2,237.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | +4.1% | -1.7% | +5.8% | +4.4% |
| 30D | -24.0% | +21.1% | -45.1% | -26.8% |
| 3M | -31.8% | +14.7% | -46.5% | -33.8% |
| 6M | -36.9% | +22.9% | -59.8% | -39.9% |
| YTD | +84.8% | +65.7% | +19.1% | +65.4% |
| 1Y | +99.0% | +53.5% | +45.5% | +80.7% |
| 3Y | +217.9% | -23.0% | +240.9% | +217.2% |
| 5Y | +171.5% | -41.5% | +213.0% | +172.5% |
| 10Y | +393.3% | -7.4% | +400.7% | +343.6% |
| All | +2,198.9% | -38.2% | +2,237.2% | +1,603.2% |
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