+60.5%
XOM vs SIRI
-22.6%
+83.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.4% |
| 7D | +4.1% | +0.6% | +3.5% | +4.1% |
| 30D | +4.6% | +2.5% | +2.1% | +4.4% |
| 3M | +14.0% | +6.6% | +7.3% | +13.5% |
| 6M | +11.0% | +32.9% | -21.9% | +8.8% |
| YTD | +40.7% | +50.5% | -9.8% | +36.8% |
| 1Y | +52.3% | +28.0% | +24.3% | +49.5% |
| 3Y | +60.5% | -22.4% | +82.9% | +57.6% |
| All | +60.5% | -22.6% | +83.0% | +57.6% |
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 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