-23.3%
ELF vs SIRI
-23.5%
+0.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.7% |
| 7D | -1.2% | +4.3% | -5.4% | -2.3% |
| 30D | +5.9% | -2.8% | +8.7% | +6.6% |
| 3M | +99.5% | +5.9% | +93.6% | +96.1% |
| 6M | +26.5% | +31.9% | -5.4% | +17.1% |
| YTD | +37.2% | +48.7% | -11.5% | +22.2% |
| 1Y | -24.4% | +23.2% | -47.6% | -29.0% |
| 3Y | -23.3% | -23.9% | +0.6% | -25.3% |
| All | -23.3% | -23.5% | +0.2% | -25.3% |
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