+277.7%
ELF vs SIRI
-14.2%
+291.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -6.8% | -3.9% | -2.9% | -5.7% |
| 30D | +5.1% | -0.8% | +5.9% | +5.2% |
| 3M | +79.8% | +4.3% | +75.5% | +77.2% |
| 6M | +29.7% | +34.1% | -4.3% | +18.3% |
| YTD | +31.6% | +47.3% | -15.7% | +16.0% |
| 1Y | -27.9% | +22.9% | -50.8% | -32.9% |
| 3Y | -26.4% | -24.6% | -1.9% | -25.6% |
| 5Y | +235.6% | -43.2% | +278.8% | +247.9% |
| All | +277.7% | -14.2% | +291.8% | +239.5% |
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 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