+28.4%
XLY vs SIRI
-41.5%
+69.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.5% |
| 3M | -2.7% | +6.6% | -9.3% | -3.7% |
| 6M | -0.6% | +32.9% | -33.5% | -4.6% |
| YTD | -5.0% | +50.5% | -55.5% | -10.5% |
| 1Y | -4.1% | +28.0% | -32.1% | -7.8% |
| 3Y | +33.6% | -22.4% | +56.0% | +32.4% |
| All | +28.4% | -41.5% | +69.9% | +38.6% |
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 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