+1.1%
STZ vs SIRI
-1.3%
+2.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | +4.9% | +12.6% | -7.7% | +2.8% |
| 30D | +20.9% | +25.9% | -5.0% | +16.2% |
| 3M | +8.0% | +10.3% | -2.3% | +6.0% |
| 6M | -5.3% | +24.8% | -30.1% | -9.2% |
| YTD | +5.9% | +68.6% | -62.7% | -4.2% |
| 1Y | +14.2% | +55.9% | -41.7% | +4.8% |
| 3Y | -37.0% | -22.3% | -14.6% | -36.6% |
| 5Y | -29.7% | -38.6% | +8.9% | -28.6% |
| All | +1.1% | -1.3% | +2.4% | -1.0% |
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