+448.5%
XYL vs SIRI
+114.8%
+333.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.6% | +3.1% |
| 7D | +1.8% | +4.3% | -2.5% | +0.7% |
| 30D | -9.2% | -2.8% | -6.4% | -8.7% |
| 3M | -0.3% | +5.9% | -6.2% | -1.8% |
| 6M | -11.0% | +31.9% | -42.9% | -17.2% |
| YTD | -19.2% | +48.7% | -67.9% | -27.2% |
| 1Y | -21.2% | +23.2% | -44.4% | -26.0% |
| 3Y | +18.6% | -23.9% | +42.5% | +18.5% |
| 5Y | -14.3% | -43.4% | +29.1% | -11.4% |
| 10Y | +141.0% | -13.6% | +154.6% | +111.0% |
| All | +448.5% | +114.8% | +333.7% | +301.2% |
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