+179.2%
XLE vs SIRI
-7.4%
+186.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.9% |
| 7D | +5.4% | -1.7% | +7.1% | +5.8% |
| 30D | -3.9% | +21.1% | -25.1% | -8.1% |
| 3M | +7.0% | +14.7% | -7.7% | +3.5% |
| 6M | +14.2% | +22.9% | -8.7% | +8.1% |
| YTD | +48.2% | +65.7% | -17.6% | +30.2% |
| 1Y | +47.7% | +53.5% | -5.8% | +32.0% |
| 3Y | +70.0% | -23.0% | +93.0% | +71.4% |
| 5Y | +169.1% | -41.5% | +210.6% | +177.8% |
| All | +179.2% | -7.4% | +186.6% | +158.3% |
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