+22.5%
STM vs SIRI
-43.5%
+66.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +5.2% | +4.3% | +0.9% | +4.2% |
| 30D | -7.4% | -2.8% | -4.5% | -6.8% |
| 3M | -30.6% | +5.9% | -36.6% | -31.9% |
| 6M | +66.4% | +31.9% | +34.4% | +55.2% |
| YTD | +101.1% | +48.7% | +52.5% | +82.2% |
| 1Y | +97.4% | +23.2% | +74.1% | +86.1% |
| 3Y | +21.1% | -23.9% | +45.0% | +20.0% |
| 5Y | +22.5% | -43.4% | +65.9% | +39.1% |
| All | +22.5% | -43.5% | +66.0% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling