+4,532.8%
SITM vs SIRI
-48.8%
+4,581.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.6% |
| 7D | +4.8% | -3.0% | +7.8% | +6.0% |
| 30D | -9.7% | +1.3% | -11.0% | -10.2% |
| 3M | -9.3% | +5.6% | -15.0% | -12.5% |
| 6M | +69.5% | +35.2% | +34.4% | +48.1% |
| YTD | +70.5% | +49.1% | +21.5% | +42.9% |
| 1Y | +145.3% | +26.8% | +118.5% | +118.4% |
| 3Y | +432.8% | -23.7% | +456.5% | +439.8% |
| 5Y | +174.0% | -41.8% | +215.9% | +192.9% |
| All | +4,532.8% | -48.8% | +4,581.7% | +6,080.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling