+1,125.4%
STX vs SIRI
-43.2%
+1,168.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | +9.6% | -3.9% | +13.5% | +10.2% |
| 30D | +10.6% | -0.8% | +11.4% | +10.7% |
| 3M | +4.8% | +4.3% | +0.5% | +3.4% |
| 6M | +137.3% | +34.1% | +103.2% | +124.6% |
| YTD | +222.5% | +47.3% | +175.2% | +199.5% |
| 1Y | +366.2% | +22.9% | +343.3% | +345.7% |
| 3Y | +1,352.9% | -24.6% | +1,377.5% | +1,345.9% |
| All | +1,125.4% | -43.2% | +1,168.6% | +1,230.6% |
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 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