+2,285.7%
STM vs SIRI
+75.0%
+2,210.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.2% |
| 7D | +5.8% | +1.6% | +4.2% | +5.6% |
| 30D | -1.0% | -4.7% | +3.7% | -0.4% |
| 3M | -33.3% | +5.3% | -38.5% | -33.8% |
| 6M | +57.4% | +30.5% | +26.8% | +52.0% |
| YTD | +102.2% | +49.6% | +52.6% | +92.0% |
| 1Y | +99.6% | +28.5% | +71.1% | +92.9% |
| 3Y | +14.5% | -27.5% | +42.0% | +16.4% |
| 5Y | +21.4% | -44.7% | +66.0% | +25.0% |
| 10Y | +695.0% | -12.6% | +707.6% | +683.8% |
| All | +2,285.7% | +75.0% | +2,210.7% | +1,615.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling