+8,043.6%
ECL vs SIRI
-8.5%
+8,052.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.6% |
| 7D | +2.9% | -1.7% | +4.6% | +2.9% |
| 30D | +7.5% | +21.1% | -13.6% | +6.4% |
| 3M | +12.2% | +14.7% | -2.5% | +11.4% |
| 6M | +24.6% | +22.9% | +1.6% | +23.2% |
| YTD | +18.8% | +65.7% | -47.0% | +15.6% |
| 1Y | +19.3% | +53.5% | -34.1% | +16.5% |
| 3Y | +78.2% | -23.0% | +101.2% | +78.2% |
| 5Y | +38.8% | -41.5% | +80.3% | +39.5% |
| 10Y | +197.8% | -7.4% | +205.3% | +193.0% |
| All | +8,043.6% | -8.5% | +8,052.1% | +6,917.4% |
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