+293.5%
STLD vs SIRI
-44.1%
+337.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -2.8% | -3.9% | +1.1% | -2.3% |
| 30D | -10.4% | -0.8% | -9.6% | -10.3% |
| 3M | -10.6% | +4.3% | -14.9% | -11.2% |
| 6M | +32.7% | +34.1% | -1.4% | +27.1% |
| YTD | +42.8% | +47.3% | -4.5% | +34.7% |
| 1Y | +86.9% | +22.9% | +64.0% | +80.5% |
| 3Y | +143.8% | -24.6% | +168.4% | +141.2% |
| 5Y | +293.5% | -43.2% | +336.7% | +290.6% |
| All | +293.5% | -44.1% | +337.6% | +290.6% |
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