-73.1%
SMR vs SIRI
+28.3%
-101.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.6% |
| 7D | +4.4% | +1.6% | +2.8% | +3.6% |
| 30D | +3.4% | -4.7% | +8.1% | +5.4% |
| 3M | -19.2% | +5.3% | -24.4% | -22.8% |
| 6M | -22.6% | +30.5% | -53.2% | -28.9% |
| YTD | -31.5% | +49.6% | -81.2% | -39.5% |
| 1Y | -73.1% | +28.5% | -101.6% | -76.1% |
| All | -73.1% | +28.3% | -101.4% | -76.1% |
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