+70.3%
XLI vs SIRI
-22.6%
+92.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +1.0% |
| 7D | -1.7% | +0.6% | -2.2% | -1.7% |
| 30D | -7.3% | +2.5% | -9.8% | -7.6% |
| 3M | -1.3% | +6.6% | -8.0% | -2.2% |
| 6M | +2.2% | +32.9% | -30.6% | -1.3% |
| YTD | +11.7% | +50.5% | -38.8% | +6.1% |
| 1Y | +14.3% | +28.0% | -13.7% | +10.4% |
| 3Y | +70.3% | -22.4% | +92.7% | +68.0% |
| All | +70.3% | -22.6% | +92.9% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling