-11.3%
SIRI vs STLA
+55.1%
-66.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.3% | +0.3% |
| 7D | +0.6% | -2.9% | +3.4% | +1.3% |
| 30D | +2.5% | +0.9% | +1.6% | +2.0% |
| 3M | +6.6% | -21.6% | +28.2% | +13.1% |
| 6M | +32.9% | -21.6% | +54.5% | +40.2% |
| YTD | +50.5% | -50.4% | +100.9% | +77.3% |
| 1Y | +28.0% | -43.6% | +71.5% | +44.1% |
| 3Y | -22.4% | -66.4% | +44.0% | -1.8% |
| 5Y | -41.3% | -62.3% | +21.0% | -30.0% |
| All | -11.3% | +55.1% | -66.4% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling