+260.3%
STT vs SIRI
-11.0%
+271.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -1.4% | -3.0% | +1.6% | -0.5% |
| 30D | +2.2% | +1.3% | +0.9% | +1.7% |
| 3M | +18.8% | +5.6% | +13.2% | +16.4% |
| 6M | +57.9% | +35.2% | +22.8% | +43.4% |
| YTD | +51.0% | +49.1% | +1.9% | +32.6% |
| 1Y | +77.1% | +26.8% | +50.4% | +62.5% |
| 3Y | +199.8% | -23.7% | +223.5% | +199.5% |
| 5Y | +156.0% | -41.8% | +197.8% | +162.7% |
| All | +260.3% | -11.0% | +271.4% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling