+1,661.1%
GE vs SIRI
-17.3%
+1,678.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.3% |
| 7D | -1.6% | +1.6% | -3.2% | -1.7% |
| 30D | -11.6% | -4.7% | -6.9% | -11.3% |
| 3M | +3.0% | +5.3% | -2.2% | +2.6% |
| 6M | -0.5% | +30.5% | -31.0% | -2.5% |
| YTD | +9.7% | +49.6% | -39.9% | +6.5% |
| 1Y | +20.0% | +28.5% | -8.5% | +17.6% |
| 3Y | +275.8% | -27.5% | +303.3% | +276.9% |
| 5Y | +429.1% | -44.7% | +473.7% | +434.9% |
| 10Y | +151.2% | -12.6% | +163.8% | +147.4% |
| All | +1,661.1% | -17.3% | +1,678.4% | +1,484.6% |
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 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