+105.4%
EXE vs SIRI
-42.5%
+147.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | -2.2% | -3.0% | +0.8% | -1.9% |
| 30D | -0.8% | +1.3% | -2.1% | -1.0% |
| 3M | +10.0% | +5.6% | +4.4% | +9.2% |
| 6M | -6.3% | +35.2% | -41.5% | -9.6% |
| YTD | -10.7% | +49.1% | -59.7% | -14.9% |
| 1Y | +2.7% | +26.8% | -24.1% | -0.6% |
| 3Y | +19.1% | -23.7% | +42.8% | +19.4% |
| 5Y | +105.4% | -41.8% | +147.3% | +106.5% |
| All | +105.4% | -42.5% | +147.9% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling