+143.7%
XLC vs SIRI
-52.0%
+195.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +0.5% | +0.6% | 0.0% | +0.4% |
| 30D | +2.1% | +2.5% | -0.4% | +1.5% |
| 3M | +0.7% | +6.6% | -5.9% | -0.8% |
| 6M | -3.2% | +32.9% | -36.1% | -9.0% |
| YTD | -3.8% | +50.5% | -54.3% | -12.1% |
| 1Y | -2.0% | +28.0% | -30.0% | -7.7% |
| 3Y | +71.4% | -22.4% | +93.8% | +70.9% |
| 5Y | +40.7% | -41.3% | +82.0% | +43.3% |
| All | +143.7% | -52.0% | +195.7% | +143.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling