+7.5%
SMR vs SIRI
-46.1%
+53.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | +13.1% | -3.9% | +17.0% | +14.3% |
| 30D | +17.8% | -0.8% | +18.6% | +18.0% |
| 3M | +8.1% | +4.3% | +3.8% | +6.2% |
| 6M | -11.1% | +34.1% | -45.2% | -17.4% |
| YTD | -23.7% | +47.3% | -71.0% | -31.3% |
| 1Y | -69.4% | +22.9% | -92.3% | -71.2% |
| 3Y | +82.6% | -24.6% | +107.2% | +83.4% |
| All | +7.5% | -46.1% | +53.5% | +12.3% |
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