+8,153.7%
STLD vs SIRI
-19.6%
+8,173.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.3% |
| 7D | +3.1% | +1.6% | +1.6% | +3.0% |
| 30D | -9.0% | -4.7% | -4.3% | -8.5% |
| 3M | -12.4% | +5.3% | -17.6% | -12.9% |
| 6M | +25.5% | +30.5% | -5.0% | +21.8% |
| YTD | +43.6% | +49.6% | -6.0% | +37.1% |
| 1Y | +87.2% | +28.5% | +58.7% | +81.4% |
| 3Y | +135.2% | -27.5% | +162.7% | +137.2% |
| 5Y | +290.9% | -44.7% | +335.5% | +298.3% |
| 10Y | +1,113.5% | -12.6% | +1,126.1% | +1,085.7% |
| All | +8,153.7% | -19.6% | +8,173.3% | +5,980.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling