+3,436.2%
STT vs SIRI
-17.3%
+3,453.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | +0.5% | +1.6% | -1.1% | +0.3% |
| 30D | +3.9% | -4.7% | +8.6% | +4.2% |
| 3M | +20.0% | +5.3% | +14.7% | +19.3% |
| 6M | +55.3% | +30.5% | +24.8% | +51.6% |
| YTD | +53.3% | +49.6% | +3.7% | +47.8% |
| 1Y | +74.7% | +28.5% | +46.2% | +70.3% |
| 3Y | +205.8% | -27.5% | +233.3% | +207.8% |
| 5Y | +145.0% | -44.7% | +189.7% | +149.5% |
| 10Y | +266.0% | -12.6% | +278.6% | +261.2% |
| All | +3,436.2% | -17.3% | +3,453.6% | +2,785.5% |
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