-23.1%
SIRI vs SM
-0.7%
-22.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -3.0% | +2.1% | -5.1% | -3.2% |
| 30D | +1.3% | +18.1% | -16.8% | -0.6% |
| 3M | +5.6% | +17.0% | -11.4% | +3.4% |
| 6M | +35.2% | +55.4% | -20.3% | +25.8% |
| YTD | +49.1% | +108.6% | -59.5% | +31.6% |
| 1Y | +26.8% | +45.7% | -18.9% | +18.8% |
| All | -23.1% | -0.7% | -22.4% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling