+811.7%
XLB vs SIRI
-88.5%
+900.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.2% | +4.3% | -4.5% | -0.6% |
| 30D | -1.7% | -2.8% | +1.1% | -1.6% |
| 3M | +4.4% | +5.9% | -1.6% | +3.8% |
| 6M | +5.0% | +31.9% | -26.9% | +2.7% |
| YTD | +15.5% | +48.7% | -33.2% | +11.8% |
| 1Y | +14.9% | +23.2% | -8.3% | +12.7% |
| 3Y | +34.5% | -23.9% | +58.4% | +34.7% |
| 5Y | +36.5% | -43.4% | +80.0% | +38.1% |
| 10Y | +159.6% | -13.6% | +173.2% | +155.1% |
| All | +811.7% | -88.5% | +900.3% | +678.8% |
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