+147.8%
XEL vs SIRI
-10.2%
+158.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -0.3% | +0.6% | -0.8% | -0.4% |
| 30D | -3.9% | +2.5% | -6.4% | -4.3% |
| 3M | -2.8% | +6.6% | -9.4% | -3.8% |
| 6M | -5.4% | +32.9% | -38.3% | -9.1% |
| YTD | +3.8% | +50.5% | -46.7% | -2.1% |
| 1Y | +6.8% | +28.0% | -21.1% | +2.7% |
| 3Y | +45.6% | -22.4% | +68.0% | +45.6% |
| 5Y | +30.7% | -41.3% | +72.0% | +32.9% |
| All | +147.8% | -10.2% | +158.0% | +129.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling