+3.8%
EL vs SIRI
-22.7%
+26.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +1.5% | -1.7% | +3.2% | +1.9% |
| 30D | +10.0% | +21.1% | -11.1% | +6.2% |
| 3M | +28.4% | +14.7% | +13.7% | +25.0% |
| 6M | +37.1% | +22.9% | +14.1% | +31.6% |
| YTD | +7.8% | +65.7% | -57.9% | -2.9% |
| 1Y | +26.0% | +53.5% | -27.4% | +15.4% |
| 3Y | +3.8% | -23.0% | +26.8% | +11.5% |
| All | +3.8% | -22.7% | +26.5% | +11.5% |
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