-18.9%
EXE vs SIRI
+59.9%
-78.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.4% | -11.4% | -2.9% |
| 7D | -4.7% | +22.3% | -26.9% | -4.9% |
| 30D | +1.0% | +26.9% | -25.9% | +0.7% |
| 3M | -5.6% | +9.6% | -15.2% | -5.6% |
| 6M | -12.3% | +27.2% | -39.5% | -13.2% |
| YTD | -19.5% | +72.4% | -91.9% | -24.5% |
| 1Y | -18.9% | +59.9% | -78.8% | -21.2% |
| All | -18.9% | +59.9% | -78.7% | -21.2% |
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