+2,353.8%
ELV vs SIRI
+30.3%
+2,323.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -2.2% | -3.9% | +1.7% | -2.0% |
| 30D | -0.2% | -0.8% | +0.6% | -0.2% |
| 3M | -6.1% | +4.3% | -10.4% | -6.4% |
| 6M | +42.8% | +34.1% | +8.8% | +40.2% |
| YTD | +14.4% | +47.3% | -32.9% | +11.6% |
| 1Y | +28.6% | +22.9% | +5.7% | +26.7% |
| 3Y | -7.4% | -24.6% | +17.2% | -7.5% |
| 5Y | +14.5% | -43.2% | +57.6% | +15.2% |
| 10Y | +257.4% | -12.3% | +269.7% | +252.7% |
| All | +2,353.8% | +30.3% | +2,323.5% | +2,260.7% |
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