-20.1%
SIRI vs SM
+1,506.6%
-1,526.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.2% |
| 7D | +4.3% | -0.2% | +4.4% | +4.3% |
| 30D | -2.8% | +31.5% | -34.4% | -6.6% |
| 3M | +5.9% | +17.3% | -11.4% | +2.9% |
| 6M | +31.9% | +48.5% | -16.6% | +23.1% |
| YTD | +48.7% | +106.3% | -57.6% | +32.0% |
| 1Y | +23.2% | +47.3% | -24.1% | +14.2% |
| 3Y | -23.9% | -1.4% | -22.5% | -27.1% |
| 5Y | -43.4% | +114.0% | -157.5% | -53.5% |
| 10Y | -13.6% | +12.5% | -26.1% | -43.8% |
| All | -20.1% | +1,506.6% | -1,526.7% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling