+1,019.2%
XLE vs SIRI
-87.1%
+1,106.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -0.2% | -2.6% | +2.4% | 0.0% |
| 30D | -4.0% | +22.2% | -26.2% | -5.4% |
| 3M | +4.6% | +14.1% | -9.5% | +3.5% |
| 6M | +12.3% | +22.5% | -10.2% | +10.4% |
| YTD | +44.5% | +67.9% | -23.3% | +38.6% |
| 1Y | +42.4% | +54.6% | -12.2% | +37.4% |
| 3Y | +67.0% | -21.3% | +88.4% | +66.6% |
| 5Y | +161.9% | -40.4% | +202.3% | +163.1% |
| 10Y | +173.9% | -6.2% | +180.1% | +167.7% |
| All | +1,019.2% | -87.1% | +1,106.3% | +827.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling