+819.0%
SPYM vs SIRI
-47.6%
+866.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.4% | -3.9% | +3.6% | +0.1% |
| 30D | -1.4% | -0.8% | -0.5% | -1.3% |
| 3M | +3.7% | +4.3% | -0.6% | +3.1% |
| 6M | +13.0% | +34.1% | -21.0% | +8.8% |
| YTD | +12.5% | +47.3% | -34.8% | +6.9% |
| 1Y | +18.6% | +22.9% | -4.3% | +15.0% |
| 3Y | +78.0% | -24.6% | +102.6% | +78.1% |
| 5Y | +82.3% | -43.2% | +125.5% | +85.0% |
| 10Y | +322.9% | -12.3% | +335.2% | +308.6% |
| All | +819.0% | -47.6% | +866.6% | +752.4% |
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