-14.4%
SMR vs SIRI
-44.9%
+30.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.9% | -16.6% | -15.9% |
| 7D | -11.2% | +0.6% | -11.8% | -11.4% |
| 30D | -10.2% | +2.5% | -12.7% | -10.9% |
| 3M | -10.0% | +6.6% | -16.6% | -12.2% |
| 6M | -30.5% | +32.9% | -63.3% | -35.3% |
| YTD | -39.2% | +50.5% | -89.7% | -45.6% |
| 1Y | -75.5% | +28.0% | -103.5% | -77.2% |
| 3Y | +45.4% | -22.4% | +67.8% | +45.1% |
| All | -14.4% | -44.9% | +30.5% | -11.2% |
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