+108.1%
XLRE vs SIRI
-5.6%
+113.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.7% |
| 7D | -1.2% | +0.6% | -1.7% | -1.3% |
| 30D | -2.4% | +2.5% | -4.9% | -3.0% |
| 3M | -2.5% | +6.6% | -9.1% | -3.9% |
| 6M | +4.0% | +32.9% | -28.9% | -2.2% |
| YTD | +9.3% | +50.5% | -41.2% | -0.1% |
| 1Y | +5.6% | +28.0% | -22.4% | -0.5% |
| 3Y | +31.3% | -22.4% | +53.7% | +31.1% |
| 5Y | +9.5% | -41.3% | +50.8% | +11.3% |
| 10Y | +89.0% | -10.4% | +99.4% | +60.2% |
| All | +108.1% | -5.6% | +113.7% | +72.9% |
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