+98.3%
STM vs SIRI
+53.5%
+44.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | +12.0% | -1.7% | +13.7% | +12.3% |
| 30D | -0.4% | +21.1% | -21.5% | -4.0% |
| 3M | -13.2% | +14.7% | -27.9% | -15.5% |
| 6M | -26.1% | +22.9% | -49.0% | -31.3% |
| YTD | +81.2% | +65.7% | +15.4% | +45.6% |
| 1Y | +98.3% | +53.5% | +44.8% | +69.3% |
| All | +98.3% | +53.5% | +44.8% | +69.3% |
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 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