+906.3%
XBI vs SIRI
-31.9%
+938.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -4.6% | +0.6% | -5.2% | -4.7% |
| 30D | -2.0% | +2.5% | -4.5% | -2.4% |
| 3M | +17.8% | +6.6% | +11.2% | +16.5% |
| 6M | +23.7% | +32.9% | -9.2% | +18.3% |
| YTD | +28.2% | +50.5% | -22.2% | +20.1% |
| 1Y | +64.0% | +28.0% | +36.0% | +56.9% |
| 3Y | +99.4% | -22.4% | +121.8% | +99.6% |
| 5Y | +19.3% | -41.3% | +60.6% | +21.8% |
| 10Y | +158.7% | -10.4% | +169.1% | +149.9% |
| All | +906.3% | -31.9% | +938.2% | +893.9% |
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