-45.8%
SIRI vs EFV
+253.2%
-299.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | -3.9% | -0.5% | -3.4% | -3.6% |
| 30D | -0.8% | 0.0% | -0.8% | -0.8% |
| 3M | +4.3% | +8.4% | -4.1% | -1.8% |
| 6M | +34.1% | +12.3% | +21.7% | +22.8% |
| YTD | +47.3% | +17.4% | +29.9% | +30.2% |
| 1Y | +22.9% | +27.1% | -4.2% | +2.5% |
| 3Y | -24.6% | +90.7% | -115.3% | -52.5% |
| 5Y | -43.2% | +95.6% | -138.8% | -65.3% |
| 10Y | -12.3% | +165.3% | -177.6% | -57.3% |
| All | -45.8% | +253.2% | -299.0% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling