+347.2%
ELF vs SIRI
-2.3%
+349.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +6.3% | +5.5% | +0.8% | +4.5% |
| 30D | +8.5% | +22.6% | -14.1% | +2.1% |
| 3M | +24.4% | +12.9% | +11.5% | +19.6% |
| 6M | +94.7% | +22.3% | +72.5% | +82.6% |
| YTD | +55.9% | +67.8% | -11.9% | +31.8% |
| 1Y | +48.4% | +54.6% | -6.1% | +28.7% |
| 3Y | +24.6% | -21.4% | +46.0% | +25.6% |
| 5Y | +285.0% | -39.2% | +324.2% | +295.7% |
| 10Y | +357.2% | -5.2% | +362.4% | +294.3% |
| All | +347.2% | -2.3% | +349.5% | +285.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling