+78.2%
ECL vs SIRI
-22.7%
+100.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.6% |
| 7D | +2.9% | -1.7% | +4.6% | +3.0% |
| 30D | +7.5% | +21.1% | -13.6% | +5.9% |
| 3M | +12.2% | +14.7% | -2.5% | +11.0% |
| 6M | +24.6% | +22.9% | +1.6% | +22.6% |
| YTD | +18.8% | +65.7% | -47.0% | +14.3% |
| 1Y | +19.3% | +53.5% | -34.1% | +15.4% |
| 3Y | +78.2% | -23.0% | +101.2% | +67.9% |
| All | +78.2% | -22.7% | +100.9% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling