+126.6%
XME vs SIRI
-23.3%
+149.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.9% |
| 7D | -3.0% | -3.0% | -0.1% | -2.6% |
| 30D | -2.6% | +1.3% | -3.9% | -2.8% |
| 3M | +2.2% | +5.6% | -3.5% | +0.9% |
| 6M | +0.7% | +35.2% | -34.5% | -4.4% |
| YTD | +10.9% | +49.1% | -38.2% | +3.2% |
| 1Y | +35.7% | +26.8% | +8.9% | +29.6% |
| All | +126.6% | -23.3% | +149.9% | +128.0% |
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