+85.6%
XOP vs SIRI
-12.6%
+98.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.8% |
| 7D | +0.6% | +4.3% | -3.7% | -0.2% |
| 30D | +16.5% | -2.8% | +19.4% | +17.0% |
| 3M | +15.7% | +5.9% | +9.8% | +14.0% |
| 6M | +19.2% | +31.9% | -12.7% | +12.2% |
| YTD | +55.0% | +48.7% | +6.3% | +42.2% |
| 1Y | +54.2% | +23.2% | +31.0% | +46.2% |
| 3Y | +35.9% | -23.9% | +59.7% | +35.4% |
| 5Y | +162.4% | -43.4% | +205.8% | +168.2% |
| 10Y | +50.2% | -13.6% | +63.8% | +43.6% |
| All | +85.6% | -12.6% | +98.2% | +62.8% |
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