-11.3%
SIRI vs SM
+23.0%
-34.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.6% | +4.6% | -4.0% | +0.2% |
| 30D | +2.5% | +18.2% | -15.7% | +1.0% |
| 3M | +6.6% | +22.5% | -15.9% | +4.3% |
| 6M | +32.9% | +50.6% | -17.7% | +27.0% |
| YTD | +50.5% | +108.1% | -57.7% | +39.2% |
| 1Y | +28.0% | +46.0% | -18.0% | +22.0% |
| 3Y | -22.4% | +2.9% | -25.3% | -24.8% |
| 5Y | -41.3% | +112.6% | -153.9% | -47.6% |
| All | -11.3% | +23.0% | -34.3% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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