+28.5%
SIRI vs STLA
-38.0%
+66.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.8% |
| 7D | +1.6% | +2.6% | -1.0% | +1.2% |
| 30D | -4.7% | -1.2% | -3.5% | -4.6% |
| 3M | +5.3% | -24.8% | +30.0% | +9.9% |
| 6M | +30.5% | -25.6% | +56.1% | +36.2% |
| YTD | +49.6% | -48.9% | +98.6% | +63.0% |
| 1Y | +28.5% | -38.8% | +67.3% | +35.2% |
| All | +28.5% | -38.0% | +66.5% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling