+20.0%
GE vs SIRI
+28.3%
-8.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.2% |
| 7D | -1.6% | +1.6% | -3.2% | -1.7% |
| 30D | -11.6% | -4.7% | -6.9% | -11.4% |
| 3M | +3.0% | +5.3% | -2.2% | +2.6% |
| 6M | -0.5% | +30.5% | -31.0% | -1.3% |
| YTD | +9.7% | +49.6% | -39.9% | +8.1% |
| 1Y | +20.0% | +28.5% | -8.5% | +19.6% |
| All | +20.0% | +28.3% | -8.3% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling