+179.3%
EXE vs SIRI
-42.3%
+221.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | -1.8% | +4.3% | -6.1% | -2.2% |
| 30D | +6.4% | -2.8% | +9.2% | +6.6% |
| 3M | +9.2% | +5.9% | +3.3% | +8.4% |
| 6M | -7.0% | +31.9% | -38.9% | -10.1% |
| YTD | -9.5% | +48.7% | -58.1% | -13.7% |
| 1Y | +6.2% | +23.2% | -17.0% | +3.2% |
| 3Y | +20.7% | -23.9% | +44.6% | +21.1% |
| 5Y | +103.6% | -43.4% | +147.0% | +110.8% |
| All | +179.3% | -42.3% | +221.6% | +191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling