+33.6%
XLY vs SIRI
-22.6%
+56.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -1.7% | +0.6% | -2.2% | -1.8% |
| 30D | -4.2% | +2.5% | -6.7% | -4.6% |
| 3M | -2.7% | +6.6% | -9.3% | -3.7% |
| 6M | -0.6% | +32.9% | -33.5% | -4.9% |
| YTD | -5.0% | +50.5% | -55.5% | -10.9% |
| 1Y | -4.1% | +28.0% | -32.1% | -8.1% |
| 3Y | +33.6% | -22.4% | +56.0% | +31.4% |
| All | +33.6% | -22.6% | +56.2% | +31.4% |
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