-11.1%
SMR vs SIRI
+32.5%
-43.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.6% |
| 7D | +13.1% | -3.9% | +17.0% | +16.7% |
| 30D | +17.8% | -0.8% | +18.6% | +18.3% |
| 3M | +8.1% | +4.3% | +3.8% | -5.8% |
| 6M | -11.1% | +34.1% | -45.2% | -41.0% |
| All | -11.1% | +32.5% | -43.6% | -41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling