+513.3%
XRT vs SIRI
-12.1%
+525.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.4% |
| 7D | +0.8% | +1.6% | -0.8% | +0.5% |
| 30D | -4.2% | -4.7% | +0.5% | -3.5% |
| 3M | +5.1% | +5.3% | -0.2% | +4.1% |
| 6M | +2.4% | +30.5% | -28.1% | -2.3% |
| YTD | +3.2% | +49.6% | -46.4% | -3.9% |
| 1Y | +1.5% | +28.5% | -27.0% | -3.3% |
| 3Y | +40.6% | -27.5% | +68.0% | +42.2% |
| 5Y | -1.0% | -44.7% | +43.7% | +2.1% |
| 10Y | +128.4% | -12.6% | +141.0% | +121.6% |
| All | +513.3% | -12.1% | +525.4% | +506.1% |
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