+22.0%
GEN vs SIRI
-42.5%
+64.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -4.3% | -3.0% | -1.4% | -4.0% |
| 30D | +3.8% | +1.3% | +2.5% | +3.5% |
| 3M | +22.3% | +5.6% | +16.6% | +21.4% |
| 6M | +39.0% | +35.2% | +3.8% | +33.5% |
| YTD | +11.9% | +49.1% | -37.2% | +6.0% |
| 1Y | +4.5% | +26.8% | -22.3% | +0.9% |
| 3Y | +59.0% | -23.7% | +82.7% | +58.1% |
| 5Y | +22.0% | -41.8% | +63.8% | +23.7% |
| All | +22.0% | -42.5% | +64.5% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling