-88.1%
SIRI vs EXEL
+264.7%
-352.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | +4.3% | +1.4% | +2.9% | +4.1% |
| 30D | -2.8% | +6.7% | -9.5% | -3.8% |
| 3M | +5.9% | +11.5% | -5.5% | +4.0% |
| 6M | +31.9% | +38.8% | -6.9% | +24.7% |
| YTD | +48.7% | +31.6% | +17.1% | +41.4% |
| 1Y | +23.2% | +53.0% | -29.8% | +13.9% |
| 3Y | -23.9% | +160.8% | -184.7% | -36.6% |
| 5Y | -43.4% | +190.1% | -233.5% | -54.2% |
| 10Y | -13.6% | +367.0% | -380.6% | -40.8% |
| All | -88.1% | +264.7% | -352.8% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling