+35.5%
XLV vs SIRI
-41.5%
+76.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.0% |
| 6M | +9.1% | +32.9% | -23.8% | +5.9% |
| YTD | +7.7% | +50.5% | -42.7% | +3.1% |
| 1Y | +20.4% | +28.0% | -7.5% | +17.0% |
| 3Y | +30.8% | -22.4% | +53.2% | +30.1% |
| All | +35.5% | -41.5% | +76.9% | +41.1% |
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