+49.9%
XLE vs SIRI
+59.9%
-10.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.4% | -13.2% | -4.1% |
| 7D | -7.2% | +22.3% | -29.5% | -6.3% |
| 30D | +0.1% | +26.9% | -26.8% | +1.2% |
| 3M | +9.2% | +9.6% | -0.4% | +9.9% |
| 6M | +8.4% | +27.2% | -18.8% | +8.8% |
| YTD | +44.9% | +72.4% | -27.5% | +38.3% |
| 1Y | +49.9% | +59.9% | -10.1% | +46.2% |
| All | +49.9% | +59.9% | -10.0% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling