+219.4%
XLY vs SIRI
-9.5%
+228.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -1.8% | +1.3% | -3.1% | -2.1% |
| 30D | -4.5% | +3.2% | -7.7% | -5.3% |
| 3M | -3.0% | +7.7% | -10.7% | -4.8% |
| 6M | +2.2% | +36.1% | -33.9% | -5.0% |
| YTD | -5.1% | +51.6% | -56.7% | -14.2% |
| 1Y | -4.7% | +31.9% | -36.6% | -11.4% |
| 3Y | +32.3% | -23.4% | +55.8% | +32.4% |
| 5Y | +28.7% | -41.1% | +69.8% | +31.0% |
| 10Y | +219.4% | -9.5% | +228.9% | +171.7% |
| All | +219.4% | -9.5% | +228.9% | +171.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling