+69.7%
XLC vs SIRI
-23.3%
+93.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | -1.7% | -3.0% | +1.3% | -1.3% |
| 30D | +0.2% | +1.3% | -1.1% | 0.0% |
| 3M | +0.7% | +5.6% | -4.9% | 0.0% |
| 6M | -4.5% | +35.2% | -39.6% | -7.8% |
| YTD | -4.7% | +49.1% | -53.8% | -9.2% |
| 1Y | -1.5% | +26.8% | -28.3% | -4.5% |
| All | +69.7% | -23.3% | +93.0% | +67.7% |
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 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