+1.5%
SMR vs SIRI
-45.4%
+46.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.7% | -5.9% |
| 7D | +4.7% | -3.0% | +7.7% | +5.5% |
| 30D | +3.2% | +1.3% | +1.9% | +2.8% |
| 3M | +9.9% | +5.6% | +4.3% | +7.6% |
| 6M | -15.1% | +35.2% | -50.3% | -21.3% |
| YTD | -27.9% | +49.1% | -77.0% | -35.3% |
| 1Y | -70.2% | +26.8% | -97.0% | -72.2% |
| 3Y | +72.5% | -23.7% | +96.1% | +72.7% |
| All | +1.5% | -45.4% | +46.9% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling