+548.6%
STRL vs SIRI
-23.5%
+572.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | +10.1% | +4.3% | +5.8% | +9.7% |
| 30D | -8.2% | -2.8% | -5.4% | -8.0% |
| 3M | -43.7% | +5.9% | -49.6% | -44.4% |
| 6M | +27.1% | +31.9% | -4.8% | +22.2% |
| YTD | +64.0% | +48.7% | +15.3% | +55.0% |
| 1Y | +75.2% | +23.2% | +51.9% | +69.4% |
| All | +548.6% | -23.5% | +572.1% | +536.1% |
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