+1,093.3%
XLI vs SIRI
-88.6%
+1,181.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -0.6% | -3.9% | +3.3% | -0.3% |
| 30D | -6.9% | -0.8% | -6.1% | -6.9% |
| 3M | -1.9% | +4.3% | -6.2% | -2.3% |
| 6M | +1.0% | +34.1% | -33.0% | -1.4% |
| YTD | +11.3% | +47.3% | -36.0% | +7.7% |
| 1Y | +15.8% | +22.9% | -7.1% | +13.5% |
| 3Y | +69.8% | -24.6% | +94.4% | +70.0% |
| 5Y | +80.9% | -43.2% | +124.1% | +82.9% |
| 10Y | +257.2% | -12.3% | +269.5% | +250.3% |
| All | +1,093.3% | -88.6% | +1,181.9% | +981.9% |
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