+225.0%
XLE vs SIRI
-43.6%
+268.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | 0.0% | +4.3% | -4.3% | -0.4% |
| 30D | +12.6% | -2.8% | +15.5% | +12.9% |
| 3M | +11.8% | +5.9% | +5.9% | +11.0% |
| 6M | +16.1% | +31.9% | -15.9% | +12.2% |
| YTD | +46.9% | +48.7% | -1.8% | +40.0% |
| 1Y | +53.3% | +23.2% | +30.0% | +48.9% |
| 3Y | +54.9% | -23.9% | +78.8% | +54.0% |
| All | +225.0% | -43.6% | +268.6% | +222.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling