+284.9%
SIRI vs STLA
+252.7%
+32.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | 0.0% |
| 7D | +4.3% | +0.7% | +3.5% | +4.1% |
| 30D | -2.8% | -2.4% | -0.5% | -2.6% |
| 3M | +5.9% | -23.9% | +29.8% | +11.3% |
| 6M | +31.9% | -24.6% | +56.5% | +38.6% |
| YTD | +48.7% | -50.5% | +99.2% | +68.5% |
| 1Y | +23.2% | -39.8% | +63.1% | +33.2% |
| 3Y | -23.9% | -65.6% | +41.7% | -9.4% |
| 5Y | -43.4% | -62.1% | +18.7% | -35.3% |
| 10Y | -13.6% | +47.8% | -61.4% | -23.1% |
| All | +284.9% | +252.7% | +32.2% | +208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling