+4,789.7%
SITM vs SIRI
-48.3%
+4,838.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.2% |
| 7D | +3.9% | +0.6% | +3.3% | +3.7% |
| 30D | -6.6% | +2.5% | -9.1% | -7.5% |
| 3M | -11.9% | +6.6% | -18.5% | -15.2% |
| 6M | +81.1% | +32.9% | +48.3% | +59.5% |
| YTD | +80.0% | +50.5% | +29.5% | +50.3% |
| 1Y | +145.8% | +28.0% | +117.9% | +118.1% |
| 3Y | +475.9% | -22.4% | +498.3% | +479.7% |
| 5Y | +189.2% | -41.3% | +230.5% | +208.1% |
| All | +4,789.7% | -48.3% | +4,838.0% | +6,401.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling