+96.5%
STM vs SIRI
+59.9%
+36.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +8.4% | -14.5% | -7.3% |
| 7D | -6.0% | +22.3% | -28.3% | -9.5% |
| 30D | -20.9% | +26.9% | -47.9% | -24.5% |
| 3M | -15.8% | +9.6% | -25.4% | -16.9% |
| 6M | -17.0% | +27.2% | -44.2% | -23.3% |
| YTD | +76.8% | +72.4% | +4.4% | +40.4% |
| 1Y | +96.5% | +59.9% | +36.6% | +65.2% |
| All | +96.5% | +59.9% | +36.6% | +65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling