+5,031.6%
GEN vs SIRI
-17.3%
+5,048.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.9% |
| 7D | -1.2% | +1.6% | -2.8% | -1.3% |
| 30D | +10.1% | -4.7% | +14.9% | +10.6% |
| 3M | +16.1% | +5.3% | +10.8% | +15.5% |
| 6M | +38.9% | +30.5% | +8.3% | +35.2% |
| YTD | +14.4% | +49.6% | -35.2% | +9.8% |
| 1Y | +5.9% | +28.5% | -22.6% | +3.0% |
| 3Y | +58.8% | -27.5% | +86.2% | +59.8% |
| 5Y | +24.7% | -44.7% | +69.3% | +26.7% |
| 10Y | +163.1% | -12.6% | +175.7% | +154.4% |
| All | +5,031.6% | -17.3% | +5,048.9% | +3,408.7% |
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 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