+52.4%
GEV vs SIRI
+59.9%
-7.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.4% | -17.7% | -9.4% |
| 7D | -5.1% | +22.3% | -27.4% | -6.1% |
| 30D | -15.8% | +26.9% | -42.8% | -17.0% |
| 3M | -18.2% | +9.6% | -27.8% | -18.1% |
| 6M | -22.4% | +27.2% | -49.5% | -25.2% |
| YTD | +27.7% | +72.4% | -44.7% | +16.6% |
| 1Y | +52.4% | +59.9% | -7.6% | +48.7% |
| All | +52.4% | +59.9% | -7.5% | +48.7% |
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 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