+6,996.5%
STRL vs SIRI
-8.8%
+7,005.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +23.4% | -3.7% | +27.1% | +23.7% |
| 30D | -39.5% | +20.4% | -59.9% | -40.4% |
| 3M | -45.1% | +12.5% | -57.6% | -45.6% |
| 6M | -64.6% | +23.4% | -88.0% | -65.2% |
| YTD | -1.5% | +65.2% | -66.7% | -5.4% |
| 1Y | -20.8% | +52.4% | -73.2% | -23.5% |
| 3Y | +353.1% | -22.6% | +375.7% | +352.0% |
| 5Y | +942.9% | -41.7% | +984.6% | +948.1% |
| 10Y | +3,847.6% | -7.8% | +3,855.4% | +3,771.4% |
| All | +6,996.5% | -8.8% | +7,005.2% | +5,122.6% |
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 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