-32.8%
STZ vs SIRI
-44.4%
+11.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | -1.9% | +1.6% | -3.5% | -2.1% |
| 30D | -1.9% | -4.7% | +2.8% | -1.5% |
| 3M | -6.2% | +5.3% | -11.5% | -6.8% |
| 6M | -14.0% | +30.5% | -44.5% | -16.5% |
| YTD | -5.1% | +49.6% | -54.8% | -9.2% |
| 1Y | -9.6% | +28.5% | -38.1% | -12.3% |
| 3Y | -47.2% | -27.5% | -19.8% | -47.3% |
| All | -32.8% | -44.4% | +11.6% | -31.9% |
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 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