+172.0%
XHB vs SIRI
-32.7%
+204.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.3% |
| 7D | +0.2% | +4.3% | -4.1% | -0.7% |
| 30D | -9.1% | -2.8% | -6.2% | -8.6% |
| 3M | -2.3% | +5.9% | -8.2% | -3.6% |
| 6M | -4.1% | +31.9% | -36.1% | -9.4% |
| YTD | -1.7% | +48.7% | -50.4% | -9.4% |
| 1Y | -15.1% | +23.2% | -38.3% | -19.1% |
| 3Y | +26.8% | -23.9% | +50.7% | +27.4% |
| 5Y | +37.3% | -43.4% | +80.8% | +41.3% |
| 10Y | +205.7% | -13.6% | +219.3% | +191.7% |
| All | +172.0% | -32.7% | +204.7% | +154.7% |
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