+114.7%
SMTC vs SIRI
-42.5%
+157.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.2% |
| 7D | +17.5% | -3.0% | +20.5% | +18.3% |
| 30D | +21.3% | +1.3% | +20.0% | +20.9% |
| 3M | +3.1% | +5.6% | -2.5% | +0.8% |
| 6M | +81.7% | +35.2% | +46.5% | +66.8% |
| YTD | +115.9% | +49.1% | +66.9% | +92.4% |
| 1Y | +157.8% | +26.8% | +131.0% | +139.0% |
| 3Y | +557.3% | -23.7% | +581.0% | +556.8% |
| 5Y | +114.7% | -41.8% | +156.5% | +135.8% |
| All | +114.7% | -42.5% | +157.2% | +135.8% |
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