+30.8%
XLV vs SIRI
-22.6%
+53.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -3.6% | +0.6% | -4.1% | -3.6% |
| 30D | -1.8% | +2.5% | -4.3% | -2.1% |
| 3M | +7.8% | +6.6% | +1.2% | +7.1% |
| 6M | +9.1% | +32.9% | -23.8% | +6.1% |
| YTD | +7.7% | +50.5% | -42.7% | +3.5% |
| 1Y | +20.4% | +28.0% | -7.5% | +17.2% |
| 3Y | +30.8% | -22.4% | +53.2% | +29.6% |
| All | +30.8% | -22.6% | +53.4% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling