-2.8%
STLD vs SIRI
+23.9%
-26.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.3% |
| 7D | +2.9% | -1.7% | +4.6% | +3.1% |
| 30D | -5.6% | +21.1% | -26.7% | -8.3% |
| 3M | -11.7% | +14.7% | -26.4% | -13.6% |
| 6M | -2.8% | +22.9% | -25.7% | -7.3% |
| All | -2.8% | +23.9% | -26.7% | -7.3% |
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 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