+799.8%
STLD vs SIRI
-4.5%
+804.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -0.5% | -2.6% | +2.2% | +0.2% |
| 30D | -0.1% | +22.2% | -22.3% | -5.5% |
| 3M | -9.2% | +14.1% | -23.2% | -12.6% |
| 6M | +1.8% | +22.5% | -20.8% | -4.3% |
| YTD | +42.1% | +67.9% | -25.7% | +22.1% |
| 1Y | +58.5% | +54.6% | +3.9% | +39.2% |
| 3Y | +128.2% | -21.3% | +149.6% | +128.9% |
| 5Y | +288.2% | -40.4% | +328.6% | +298.4% |
| 10Y | +799.8% | -6.2% | +806.1% | +672.1% |
| All | +799.8% | -4.5% | +804.3% | +672.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling