+142.8%
XYL vs SIRI
-10.2%
+153.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.2% |
| 7D | +1.2% | +0.6% | +0.6% | +1.1% |
| 30D | -11.9% | +2.5% | -14.4% | -12.5% |
| 3M | -1.5% | +6.6% | -8.2% | -3.1% |
| 6M | -11.9% | +32.9% | -44.8% | -17.9% |
| YTD | -20.6% | +50.5% | -71.0% | -28.3% |
| 1Y | -23.5% | +28.0% | -51.5% | -28.6% |
| 3Y | +14.9% | -22.4% | +37.3% | +14.5% |
| 5Y | -15.3% | -41.3% | +26.0% | -13.2% |
| All | +142.8% | -10.2% | +153.0% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling