+169.7%
EXE vs SIRI
-41.6%
+211.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | -0.9% | +2.5% | -3.4% | -1.2% |
| 3M | +9.6% | +6.6% | +2.9% | +8.6% |
| 6M | -11.6% | +32.9% | -44.5% | -14.6% |
| YTD | -12.6% | +50.5% | -63.0% | -16.8% |
| 1Y | +1.2% | +28.0% | -26.8% | -2.1% |
| 3Y | +18.0% | -22.4% | +40.4% | +18.1% |
| 5Y | +101.1% | -41.3% | +142.4% | +107.2% |
| All | +169.7% | -41.6% | +211.3% | +181.0% |
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