+552.8%
XLP vs SIRI
-87.0%
+639.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | +0.7% | +12.6% | -11.9% | +0.4% |
| 30D | +10.3% | +25.9% | -15.6% | +9.5% |
| 3M | +6.5% | +10.3% | -3.8% | +6.2% |
| 6M | +8.4% | +24.8% | -16.4% | +7.6% |
| YTD | +18.2% | +68.6% | -50.4% | +16.2% |
| 1Y | +22.4% | +55.9% | -33.5% | +20.6% |
| 3Y | +41.9% | -22.3% | +64.2% | +41.8% |
| 5Y | +40.9% | -38.6% | +79.5% | +41.0% |
| 10Y | +128.4% | -0.6% | +129.0% | +125.5% |
| All | +552.8% | -87.0% | +639.8% | +510.0% |
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 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