+1,024.7%
XLE vs SIRI
-88.5%
+1,113.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.7% |
| 7D | +2.2% | +1.6% | +0.6% | +2.1% |
| 30D | +11.8% | -4.7% | +16.5% | +12.1% |
| 3M | +9.8% | +5.3% | +4.6% | +9.3% |
| 6M | +15.6% | +30.5% | -14.9% | +13.1% |
| YTD | +45.3% | +49.6% | -4.4% | +40.6% |
| 1Y | +48.3% | +28.5% | +19.8% | +45.0% |
| 3Y | +55.4% | -27.5% | +82.9% | +55.8% |
| 5Y | +216.1% | -44.7% | +260.8% | +219.4% |
| 10Y | +178.4% | -12.6% | +191.0% | +174.0% |
| All | +1,024.7% | -88.5% | +1,113.2% | +841.0% |
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 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