+465.1%
STM vs SIRI
-7.4%
+472.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | +12.0% | -1.7% | +13.7% | +12.7% |
| 30D | -0.4% | +21.1% | -21.5% | -7.1% |
| 3M | -13.2% | +14.7% | -27.9% | -17.8% |
| 6M | -26.1% | +22.9% | -49.0% | -32.1% |
| YTD | +81.2% | +65.7% | +15.4% | +48.9% |
| 1Y | +98.3% | +53.5% | +44.8% | +67.5% |
| 3Y | +16.7% | -23.0% | +39.7% | +18.4% |
| 5Y | -4.8% | -41.5% | +36.6% | +0.2% |
| All | +465.1% | -7.4% | +472.5% | +369.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling