+165.5%
SITM vs SIRI
+28.3%
+137.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.6% | +9.2% | +7.3% |
| 7D | +9.7% | +1.6% | +8.1% | +9.0% |
| 30D | +12.7% | -4.7% | +17.4% | +13.8% |
| 3M | -13.4% | +5.3% | -18.7% | -17.9% |
| 6M | +59.6% | +30.5% | +29.1% | +34.9% |
| YTD | +73.3% | +49.6% | +23.7% | +36.1% |
| 1Y | +165.5% | +28.5% | +137.0% | +132.0% |
| All | +165.5% | +28.3% | +137.2% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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