-35.8%
EFX vs SIRI
-41.5%
+5.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.4% |
| 7D | -4.5% | +0.6% | -5.1% | -4.6% |
| 30D | -6.1% | +2.5% | -8.6% | -6.5% |
| 3M | +6.2% | +6.6% | -0.4% | +5.3% |
| 6M | -11.2% | +32.9% | -44.1% | -15.1% |
| YTD | -21.4% | +50.5% | -71.9% | -26.3% |
| 1Y | -34.3% | +28.0% | -62.3% | -37.1% |
| 3Y | -12.5% | -22.4% | +9.9% | -13.6% |
| All | -35.8% | -41.5% | +5.7% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling