+412.9%
XLF vs SIRI
-88.6%
+501.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -1.0% | -3.9% | +2.9% | -0.7% |
| 30D | -1.3% | -0.8% | -0.5% | -1.3% |
| 3M | +9.1% | +4.3% | +4.8% | +8.6% |
| 6M | +14.4% | +34.1% | -19.7% | +10.9% |
| YTD | +5.1% | +47.3% | -42.2% | +0.9% |
| 1Y | +8.6% | +22.9% | -14.3% | +6.0% |
| 3Y | +74.4% | -24.6% | +99.0% | +74.7% |
| 5Y | +64.4% | -43.2% | +107.5% | +66.6% |
| 10Y | +251.6% | -12.3% | +263.9% | +243.3% |
| All | +412.9% | -88.6% | +501.6% | +344.3% |
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 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