-11.3%
SIRI vs EFV
+169.9%
-181.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.1% |
| 7D | +0.6% | -0.8% | +1.4% | +1.2% |
| 30D | +2.5% | +0.6% | +1.9% | +2.0% |
| 3M | +6.6% | +7.5% | -0.9% | +0.4% |
| 6M | +32.9% | +13.0% | +19.9% | +19.9% |
| YTD | +50.5% | +18.3% | +32.1% | +29.9% |
| 1Y | +28.0% | +26.7% | +1.2% | +4.4% |
| 3Y | -22.4% | +89.6% | -112.0% | -53.9% |
| 5Y | -41.3% | +98.2% | -139.5% | -66.6% |
| All | -11.3% | +169.9% | -181.2% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling