+83.3%
SPYM vs SIRI
-41.5%
+124.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.5% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -1.3% | +2.5% | -3.8% | -1.7% |
| 3M | +3.6% | +6.6% | -3.0% | +2.7% |
| 6M | +13.3% | +32.9% | -19.6% | +9.3% |
| YTD | +12.4% | +50.5% | -38.0% | +6.7% |
| 1Y | +17.3% | +28.0% | -10.7% | +13.2% |
| 3Y | +76.8% | -22.4% | +99.2% | +75.4% |
| All | +83.3% | -41.5% | +124.8% | +94.9% |
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