+2,976.6%
XOM vs SIRI
-16.9%
+2,993.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 3M | +14.0% | +6.6% | +7.3% | +13.6% |
| 6M | +11.0% | +32.9% | -21.9% | +9.6% |
| YTD | +40.7% | +50.5% | -9.8% | +38.2% |
| 1Y | +52.3% | +28.0% | +24.3% | +50.5% |
| 3Y | +60.5% | -22.4% | +82.9% | +60.2% |
| 5Y | +266.4% | -41.3% | +307.7% | +267.7% |
| 10Y | +194.4% | -10.4% | +204.9% | +191.6% |
| All | +2,976.6% | -16.9% | +2,993.5% | +2,759.6% |
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 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