+301.7%
ELF vs SIRI
-7.4%
+309.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +1.6% | -1.7% | +3.3% | +2.1% |
| 30D | +9.1% | +21.1% | -12.0% | +3.1% |
| 3M | +28.2% | +14.7% | +13.4% | +22.7% |
| 6M | +119.5% | +22.9% | +96.6% | +105.7% |
| YTD | +55.2% | +65.7% | -10.6% | +31.8% |
| 1Y | +58.6% | +53.5% | +5.1% | +38.0% |
| 3Y | +21.3% | -23.0% | +44.3% | +22.9% |
| 5Y | +276.2% | -41.5% | +317.7% | +293.3% |
| All | +301.7% | -7.4% | +309.1% | +280.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling