-41.8%
SIRI vs SFM
+212.1%
-254.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | -3.0% | -8.8% | +5.8% | -2.5% |
| 30D | +1.3% | -14.5% | +15.8% | +2.1% |
| 3M | +5.6% | -16.8% | +22.5% | +6.5% |
| 6M | +35.2% | -5.3% | +40.5% | +34.8% |
| YTD | +49.1% | -9.4% | +58.4% | +49.1% |
| 1Y | +26.8% | -46.2% | +72.9% | +33.1% |
| 3Y | -23.7% | +81.3% | -104.9% | -34.6% |
| 5Y | -41.8% | +211.9% | -253.7% | -54.6% |
| All | -41.8% | +212.1% | -254.0% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling