+156.0%
STT vs SIRI
-42.5%
+198.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -1.4% | -3.0% | +1.6% | -0.9% |
| 30D | +2.2% | +1.3% | +0.9% | +1.9% |
| 3M | +18.8% | +5.6% | +13.2% | +17.3% |
| 6M | +57.9% | +35.1% | +22.8% | +48.9% |
| YTD | +51.0% | +49.0% | +2.0% | +39.5% |
| 1Y | +77.1% | +26.8% | +50.4% | +68.2% |
| 3Y | +199.8% | -23.7% | +223.5% | +199.0% |
| 5Y | +156.0% | -41.8% | +197.8% | +178.7% |
| All | +156.0% | -42.5% | +198.5% | +178.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling