+152.1%
ECL vs SIRI
-11.0%
+163.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -2.6% | -3.0% | +0.3% | -2.1% |
| 30D | -4.6% | +1.3% | -5.9% | -4.9% |
| 3M | +6.0% | +5.6% | +0.3% | +4.7% |
| 6M | -3.0% | +35.2% | -38.1% | -9.0% |
| YTD | +4.0% | +49.1% | -45.0% | -4.5% |
| 1Y | +2.0% | +26.8% | -24.8% | -3.6% |
| 3Y | +53.9% | -23.7% | +77.6% | +53.3% |
| 5Y | +27.1% | -41.8% | +69.0% | +29.1% |
| All | +152.1% | -11.0% | +163.1% | +121.2% |
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 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