-4.5%
STM vs SIRI
-39.0%
+34.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +1.4% | -2.6% | +4.1% | +2.0% |
| 30D | -8.4% | +22.2% | -30.6% | -12.5% |
| 3M | -15.8% | +14.1% | -29.9% | -18.5% |
| 6M | -22.8% | +22.5% | -45.3% | -26.9% |
| YTD | +79.4% | +67.9% | +11.5% | +57.7% |
| 1Y | +97.0% | +54.6% | +42.4% | +76.4% |
| 3Y | +14.2% | -21.3% | +35.5% | +11.5% |
| 5Y | -4.5% | -40.4% | +35.9% | +8.6% |
| All | -4.5% | -39.0% | +34.5% | +8.6% |
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 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