+96.7%
ELAN vs SIRI
-22.6%
+119.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.2% |
| 7D | -5.4% | +0.6% | -6.0% | -5.5% |
| 30D | +4.7% | +2.5% | +2.2% | +4.1% |
| 3M | -3.7% | +6.6% | -10.3% | -5.1% |
| 6M | -1.2% | +32.9% | -34.1% | -7.3% |
| YTD | +2.4% | +50.5% | -48.1% | -6.8% |
| 1Y | +23.4% | +28.0% | -4.6% | +16.0% |
| 3Y | +96.7% | -22.4% | +119.1% | +98.5% |
| All | +96.7% | -22.6% | +119.3% | +98.5% |
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