-41.8%
SIRI vs EXEL
+180.6%
-222.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.3% |
| 7D | +0.6% | -4.9% | +5.4% | +1.3% |
| 30D | +2.5% | +11.4% | -8.9% | +0.7% |
| 3M | +6.6% | +4.9% | +1.7% | +5.7% |
| 6M | +32.9% | +34.4% | -1.5% | +26.4% |
| YTD | +50.5% | +28.0% | +22.4% | +43.8% |
| 1Y | +28.0% | +43.6% | -15.7% | +19.3% |
| 3Y | -22.4% | +155.2% | -177.6% | -37.3% |
| All | -41.8% | +180.6% | -222.4% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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