+22.2%
ELV vs SIRI
-41.5%
+63.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | +3.2% | +0.6% | +2.6% | +3.2% |
| 30D | +5.4% | +2.5% | +2.9% | +5.1% |
| 3M | +5.4% | +6.6% | -1.3% | +4.7% |
| 6M | +45.7% | +32.9% | +12.8% | +42.0% |
| YTD | +21.2% | +50.5% | -29.3% | +16.9% |
| 1Y | +35.6% | +28.0% | +7.6% | +32.3% |
| 3Y | -2.0% | -22.4% | +20.4% | -2.1% |
| All | +22.2% | -41.5% | +63.7% | +26.4% |
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