+821.1%
XLB vs SIRI
-87.2%
+908.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.2% |
| 7D | +0.5% | -1.7% | +2.2% | +0.7% |
| 30D | +5.2% | +21.1% | -16.0% | +3.6% |
| 3M | +0.3% | +14.7% | -14.4% | -0.8% |
| 6M | +1.2% | +22.9% | -21.8% | -0.5% |
| YTD | +16.6% | +65.7% | -49.1% | +12.0% |
| 1Y | +21.4% | +53.5% | -32.0% | +17.2% |
| 3Y | +43.2% | -23.0% | +66.2% | +43.4% |
| 5Y | +28.0% | -41.5% | +69.5% | +29.1% |
| 10Y | +164.8% | -7.4% | +172.2% | +158.5% |
| All | +821.1% | -87.2% | +908.3% | +679.9% |
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