+644.6%
STM vs SIRI
-11.0%
+655.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.0% |
| 7D | -1.1% | -3.0% | +1.9% | -0.1% |
| 30D | -7.8% | +1.3% | -9.1% | -8.3% |
| 3M | -28.2% | +5.6% | -33.8% | -30.1% |
| 6M | +52.0% | +35.2% | +16.8% | +35.6% |
| YTD | +96.4% | +49.1% | +47.3% | +68.5% |
| 1Y | +98.8% | +26.8% | +72.0% | +80.0% |
| 3Y | +18.3% | -23.7% | +41.9% | +19.2% |
| 5Y | +17.7% | -41.8% | +59.5% | +21.2% |
| All | +644.6% | -11.0% | +655.6% | +536.6% |
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