+357.9%
STRL vs SIRI
-21.7%
+379.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.9% |
| 7D | +7.1% | -2.6% | +9.7% | +7.2% |
| 30D | -39.4% | +22.2% | -61.6% | -40.0% |
| 3M | -43.0% | +14.1% | -57.0% | -43.4% |
| 6M | -65.0% | +22.5% | -87.5% | -65.8% |
| YTD | -0.8% | +67.9% | -68.7% | -6.8% |
| 1Y | -20.3% | +54.6% | -74.9% | -24.4% |
| All | +357.9% | -21.7% | +379.6% | +360.9% |
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