+559.7%
XLP vs SIRI
-87.1%
+646.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | +2.3% | +5.5% | -3.2% | +2.2% |
| 30D | +9.1% | +22.6% | -13.5% | +8.4% |
| 3M | +7.9% | +12.9% | -5.1% | +7.4% |
| 6M | +9.6% | +22.3% | -12.6% | +8.9% |
| YTD | +19.4% | +67.8% | -48.3% | +17.4% |
| 1Y | +22.4% | +54.6% | -32.2% | +20.6% |
| 3Y | +43.2% | -21.4% | +64.6% | +43.1% |
| 5Y | +42.6% | -39.2% | +81.8% | +42.7% |
| 10Y | +135.4% | -5.2% | +140.7% | +132.7% |
| All | +559.7% | -87.1% | +646.8% | +516.5% |
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