+241.5%
XME vs SIRI
-12.6%
+254.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +3.6% | +4.3% | -0.7% | +2.7% |
| 30D | +3.6% | -2.8% | +6.5% | +4.2% |
| 3M | +1.2% | +5.9% | -4.7% | -0.2% |
| 6M | +9.0% | +31.9% | -22.9% | +3.0% |
| YTD | +15.9% | +48.7% | -32.7% | +6.6% |
| 1Y | +43.2% | +23.2% | +20.0% | +36.1% |
| 3Y | +137.4% | -23.9% | +161.2% | +138.2% |
| 5Y | +185.0% | -43.4% | +228.5% | +193.1% |
| 10Y | +409.5% | -13.6% | +423.1% | +385.1% |
| All | +241.5% | -12.6% | +254.2% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling