+32.0%
XLP vs SIRI
-43.5%
+75.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.4% | +4.3% | -5.7% | -1.7% |
| 30D | -1.3% | -2.8% | +1.5% | -1.1% |
| 3M | +1.8% | +5.9% | -4.1% | +1.5% |
| 6M | -0.8% | +31.9% | -32.7% | -2.7% |
| YTD | +9.5% | +48.7% | -39.1% | +6.6% |
| 1Y | +7.2% | +23.2% | -16.0% | +5.4% |
| 3Y | +27.1% | -23.9% | +51.0% | +27.2% |
| 5Y | +32.0% | -43.4% | +75.5% | +37.6% |
| All | +32.0% | -43.5% | +75.5% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling