-14.8%
STZ vs SIRI
+25.1%
-39.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -5.0% | -5.6% |
| 7D | -7.4% | +4.3% | -11.7% | -7.5% |
| 30D | -10.9% | -2.8% | -8.1% | -10.7% |
| 3M | -13.4% | +5.9% | -19.3% | -13.7% |
| 6M | -16.2% | +31.9% | -48.1% | -17.8% |
| YTD | -10.4% | +48.7% | -59.1% | -13.3% |
| 1Y | -14.8% | +23.2% | -38.0% | -16.9% |
| All | -14.8% | +25.1% | -39.9% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling