+1.8%
STLD vs SIRI
+21.6%
-19.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -3.2% |
| 3M | -9.2% | +14.1% | -23.2% | -11.1% |
| 6M | +1.8% | +22.5% | -20.8% | -3.1% |
| All | +1.8% | +21.6% | -19.8% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling