+1,382.4%
XEL vs SIRI
-18.6%
+1,401.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +0.9% | -3.9% | +4.8% | +1.0% |
| 30D | -0.9% | -0.8% | -0.1% | -0.9% |
| 3M | -1.4% | +4.3% | -5.7% | -1.5% |
| 6M | -5.8% | +34.1% | -39.9% | -6.4% |
| YTD | +4.7% | +47.3% | -42.6% | +3.8% |
| 1Y | +9.1% | +22.9% | -13.9% | +8.4% |
| 3Y | +47.8% | -24.6% | +72.4% | +47.8% |
| 5Y | +29.0% | -43.2% | +72.2% | +29.3% |
| 10Y | +154.0% | -12.3% | +166.3% | +152.7% |
| All | +1,382.4% | -18.6% | +1,401.0% | +1,387.3% |
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