+44.4%
SITM vs SIRI
+59.9%
-15.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +8.4% | -17.8% | -10.0% |
| 7D | -19.5% | +22.3% | -41.8% | -21.7% |
| 30D | -43.2% | +26.9% | -70.2% | -45.2% |
| 3M | -30.8% | +9.6% | -40.4% | -31.3% |
| 6M | -28.6% | +27.2% | -55.8% | -35.6% |
| YTD | +14.2% | +72.4% | -58.2% | -16.8% |
| 1Y | +44.4% | +59.9% | -15.5% | +11.0% |
| All | +44.4% | +59.9% | -15.5% | +11.0% |
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