+43.2%
XLB vs SIRI
-22.7%
+65.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +0.5% | -1.7% | +2.2% | +0.8% |
| 30D | +5.2% | +21.1% | -16.0% | +2.5% |
| 3M | +0.3% | +14.7% | -14.4% | -1.6% |
| 6M | +1.2% | +22.9% | -21.8% | -1.8% |
| YTD | +16.6% | +65.7% | -49.1% | +8.6% |
| 1Y | +21.4% | +53.5% | -32.0% | +14.2% |
| 3Y | +43.2% | -23.0% | +66.2% | +43.4% |
| All | +43.2% | -22.7% | +65.9% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling