+11,346.8%
STRL vs SIRI
-17.3%
+11,364.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.6% | +8.4% | +5.9% |
| 7D | +3.4% | +1.6% | +1.8% | +3.3% |
| 30D | -9.2% | -4.7% | -4.5% | -9.0% |
| 3M | -51.0% | +5.3% | -56.3% | -51.3% |
| 6M | +15.8% | +30.5% | -14.7% | +13.4% |
| YTD | +58.9% | +49.6% | +9.2% | +54.0% |
| 1Y | +68.5% | +28.5% | +40.0% | +64.9% |
| 3Y | +485.2% | -27.5% | +512.7% | +486.8% |
| 5Y | +2,005.1% | -44.7% | +2,049.8% | +2,028.8% |
| 10Y | +7,118.0% | -12.6% | +7,130.6% | +7,025.8% |
| All | +11,346.8% | -17.3% | +11,364.2% | +8,400.0% |
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