-3.3%
XRT vs SIRI
-44.1%
+40.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -2.4% | -3.9% | +1.5% | -1.7% |
| 30D | -6.9% | -0.8% | -6.1% | -6.9% |
| 3M | -0.4% | +4.3% | -4.7% | -1.3% |
| 6M | +2.2% | +34.1% | -31.8% | -3.2% |
| YTD | -0.7% | +47.3% | -48.0% | -7.8% |
| 1Y | -2.0% | +22.9% | -24.9% | -6.2% |
| 3Y | +41.0% | -24.6% | +65.6% | +41.9% |
| 5Y | -3.3% | -43.2% | +39.9% | +1.9% |
| All | -3.3% | -44.1% | +40.8% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling