+4,308.4%
STZ vs SIRI
-7.3%
+4,315.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +5.3% | +5.5% | -0.2% | +5.1% |
| 30D | +19.6% | +22.6% | -3.0% | +18.6% |
| 3M | +10.0% | +12.9% | -3.0% | +9.4% |
| 6M | -0.3% | +22.3% | -22.5% | -1.1% |
| YTD | +8.6% | +67.8% | -59.2% | +6.2% |
| 1Y | +16.6% | +54.6% | -38.0% | +14.4% |
| 3Y | -34.8% | -21.4% | -13.4% | -34.8% |
| 5Y | -27.8% | -39.2% | +11.4% | -27.7% |
| 10Y | +12.5% | -5.2% | +17.7% | +11.0% |
| All | +4,308.4% | -7.3% | +4,315.8% | +3,796.7% |
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