+632.4%
GEV vs SIRI
-16.3%
+648.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.5% |
| 7D | +1.6% | +0.6% | +1.1% | +1.5% |
| 30D | -7.9% | +2.5% | -10.4% | -8.3% |
| 3M | +5.6% | +6.6% | -1.0% | +4.1% |
| 6M | +13.1% | +32.9% | -19.8% | +7.9% |
| YTD | +46.7% | +50.5% | -3.7% | +37.1% |
| 1Y | +51.3% | +28.0% | +23.3% | +44.7% |
| All | +632.4% | -16.3% | +648.7% | +603.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling