+143.4%
STLD vs SIRI
-23.5%
+166.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +2.7% | +4.3% | -1.6% | +2.0% |
| 30D | -8.4% | -2.8% | -5.6% | -8.0% |
| 3M | -9.9% | +5.9% | -15.8% | -10.9% |
| 6M | +33.0% | +31.9% | +1.1% | +26.6% |
| YTD | +42.6% | +48.7% | -6.1% | +32.7% |
| 1Y | +80.8% | +23.2% | +57.5% | +73.2% |
| 3Y | +143.4% | -23.9% | +167.3% | +136.3% |
| All | +143.4% | -23.5% | +166.9% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling