+106.2%
XLP vs SIRI
-14.2%
+120.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -2.9% | -3.9% | +1.0% | -2.4% |
| 30D | -2.2% | -0.8% | -1.4% | -2.2% |
| 3M | -0.6% | +4.3% | -4.9% | -1.2% |
| 6M | -2.2% | +34.1% | -36.2% | -5.9% |
| YTD | +8.3% | +47.3% | -39.1% | +2.7% |
| 1Y | +5.7% | +22.9% | -17.2% | +2.4% |
| 3Y | +25.7% | -24.6% | +50.2% | +26.0% |
| 5Y | +31.3% | -43.2% | +74.5% | +33.9% |
| 10Y | +106.2% | -12.3% | +118.5% | +86.4% |
| All | +106.2% | -14.2% | +120.3% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling