+475.9%
SITM vs SIRI
-22.6%
+498.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.4% |
| 3M | -11.9% | +6.6% | -18.5% | -15.2% |
| 6M | +81.1% | +32.9% | +48.3% | +60.2% |
| YTD | +80.0% | +50.5% | +29.5% | +51.5% |
| 1Y | +145.8% | +28.0% | +117.9% | +118.8% |
| 3Y | +475.9% | -22.4% | +498.3% | +468.7% |
| All | +475.9% | -22.6% | +498.5% | +468.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling