+1,547.1%
EL vs SIRI
+0.2%
+1,546.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | +1.7% | +4.3% | -2.6% | +1.4% |
| 30D | +15.5% | -2.8% | +18.3% | +15.7% |
| 3M | +20.6% | +5.9% | +14.6% | +20.1% |
| 6M | +10.5% | +31.9% | -21.5% | +8.5% |
| YTD | -1.9% | +48.7% | -50.5% | -4.4% |
| 1Y | +16.1% | +23.2% | -7.1% | +14.3% |
| 3Y | -30.2% | -23.9% | -6.4% | -30.1% |
| 5Y | -67.4% | -43.4% | -24.0% | -67.1% |
| 10Y | +31.2% | -13.6% | +44.9% | +29.5% |
| All | +1,547.1% | +0.2% | +1,546.9% | +1,212.0% |
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