-11.3%
SIRI vs RGEN
+415.7%
-427.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +0.6% | -1.4% | +2.0% | +0.8% |
| 30D | +2.5% | -0.3% | +2.8% | +2.5% |
| 3M | +6.6% | +23.9% | -17.3% | +2.5% |
| 6M | +32.9% | +38.5% | -5.7% | +24.6% |
| YTD | +50.5% | +0.8% | +49.7% | +48.4% |
| 1Y | +28.0% | +38.2% | -10.2% | +18.7% |
| 3Y | -22.4% | +1.3% | -23.7% | -26.2% |
| 5Y | -41.3% | -44.0% | +2.7% | -41.0% |
| All | -11.3% | +415.7% | -427.0% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling