-11.3%
SIRI vs SFM
+271.4%
-282.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.9% |
| 7D | +0.6% | -10.6% | +11.2% | +1.5% |
| 30D | +2.5% | -15.5% | +18.0% | +3.9% |
| 3M | +6.6% | -17.4% | +24.0% | +8.2% |
| 6M | +32.9% | -3.4% | +36.3% | +32.3% |
| YTD | +50.5% | -8.7% | +59.1% | +50.5% |
| 1Y | +28.0% | -47.2% | +75.1% | +35.4% |
| 3Y | -22.4% | +82.7% | -105.1% | -32.0% |
| 5Y | -41.3% | +214.3% | -255.6% | -52.9% |
| All | -11.3% | +271.4% | -282.7% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling