+47.3%
CVX vs SIRI
-23.3%
+70.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +0.7% | -3.0% | +3.7% | +0.9% |
| 30D | +9.1% | +1.3% | +7.8% | +9.0% |
| 3M | +13.1% | +5.6% | +7.4% | +12.4% |
| 6M | +16.3% | +35.2% | -18.9% | +12.9% |
| YTD | +43.5% | +49.1% | -5.6% | +37.9% |
| 1Y | +40.2% | +26.8% | +13.4% | +36.5% |
| All | +47.3% | -23.3% | +70.6% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling