+285.0%
ELF vs SIRI
-39.1%
+324.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +6.3% | +5.5% | +0.8% | +5.1% |
| 30D | +8.5% | +22.6% | -14.1% | +4.1% |
| 3M | +24.4% | +12.9% | +11.5% | +21.2% |
| 6M | +94.7% | +22.3% | +72.5% | +86.5% |
| YTD | +55.9% | +67.8% | -11.9% | +39.3% |
| 1Y | +48.4% | +54.6% | -6.1% | +35.0% |
| 3Y | +24.6% | -21.4% | +46.0% | +21.7% |
| 5Y | +285.0% | -39.2% | +324.2% | +303.9% |
| All | +285.0% | -39.1% | +324.1% | +303.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling