+147.5%
GE vs SIRI
-10.2%
+157.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -4.0% | +0.6% | -4.5% | -4.1% |
| 30D | -11.4% | +2.5% | -13.9% | -12.0% |
| 3M | -2.6% | +6.6% | -9.2% | -4.3% |
| 6M | -0.3% | +32.9% | -33.2% | -7.2% |
| YTD | +5.4% | +50.5% | -45.1% | -5.1% |
| 1Y | +15.5% | +28.0% | -12.4% | +7.7% |
| 3Y | +260.8% | -22.4% | +283.2% | +256.9% |
| 5Y | +421.6% | -41.3% | +462.9% | +425.1% |
| All | +147.5% | -10.2% | +157.7% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling