+219.2%
CVX vs SIRI
-10.2%
+229.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +2.6% | +0.6% | +2.1% | +2.5% |
| 30D | +9.8% | +2.5% | +7.3% | +9.2% |
| 3M | +16.2% | +6.6% | +9.6% | +14.2% |
| 6M | +13.6% | +32.9% | -19.3% | +6.0% |
| YTD | +44.4% | +50.5% | -6.1% | +30.8% |
| 1Y | +40.6% | +28.0% | +12.6% | +31.3% |
| 3Y | +48.2% | -22.4% | +70.6% | +46.9% |
| 5Y | +172.3% | -41.3% | +213.6% | +172.4% |
| All | +219.2% | -10.2% | +229.4% | +174.6% |
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 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