+2,815.9%
EFX vs SIRI
-18.6%
+2,834.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -9.4% | -3.9% | -5.5% | -9.1% |
| 30D | -6.9% | -0.8% | -6.1% | -6.9% |
| 3M | +0.1% | +4.3% | -4.2% | -0.1% |
| 6M | -17.3% | +34.1% | -51.4% | -19.0% |
| YTD | -21.8% | +47.3% | -69.1% | -23.9% |
| 1Y | -32.5% | +22.9% | -55.5% | -33.6% |
| 3Y | -12.3% | -24.6% | +12.2% | -12.0% |
| 5Y | -36.6% | -43.2% | +6.6% | -35.9% |
| 10Y | +41.0% | -12.3% | +53.3% | +38.7% |
| All | +2,815.9% | -18.6% | +2,834.6% | +2,351.1% |
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