+19.9%
XBI vs SIRI
-41.5%
+61.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -4.6% | +0.6% | -5.2% | -4.7% |
| 30D | -2.0% | +2.5% | -4.5% | -2.5% |
| 3M | +17.8% | +6.6% | +11.2% | +16.3% |
| 6M | +23.7% | +32.9% | -9.2% | +17.5% |
| YTD | +28.2% | +50.5% | -22.2% | +18.8% |
| 1Y | +64.0% | +28.0% | +36.0% | +55.9% |
| 3Y | +99.4% | -22.4% | +121.8% | +100.5% |
| All | +19.9% | -41.5% | +61.4% | +33.0% |
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 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