+176.9%
XLE vs SIRI
-11.0%
+188.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +0.5% | -3.0% | +3.5% | +1.1% |
| 30D | +6.6% | +1.3% | +5.3% | +6.1% |
| 3M | +12.3% | +5.6% | +6.6% | +10.4% |
| 6M | +18.4% | +35.2% | -16.8% | +9.5% |
| YTD | +47.2% | +49.1% | -1.8% | +32.7% |
| 1Y | +50.3% | +26.8% | +23.5% | +40.1% |
| 3Y | +55.3% | -23.7% | +79.0% | +54.5% |
| 5Y | +226.0% | -41.8% | +267.8% | +227.3% |
| All | +176.9% | -11.0% | +188.0% | +142.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling