+15.6%
STM vs SIRI
-21.7%
+37.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +1.4% | -2.6% | +4.1% | +2.2% |
| 30D | -8.4% | +22.2% | -30.6% | -13.7% |
| 3M | -15.8% | +14.1% | -29.9% | -19.3% |
| 6M | -22.8% | +22.5% | -45.3% | -28.1% |
| YTD | +79.4% | +67.9% | +11.5% | +50.9% |
| 1Y | +97.0% | +54.6% | +42.4% | +69.9% |
| All | +15.6% | -21.7% | +37.2% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling