-20.1%
SIRI vs RGEN
+5,517.7%
-5,537.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | +4.3% | -0.9% | +5.1% | +4.4% |
| 30D | -2.8% | +2.8% | -5.7% | -3.1% |
| 3M | +5.9% | +34.5% | -28.6% | +3.2% |
| 6M | +31.9% | +40.5% | -8.5% | +27.7% |
| YTD | +48.7% | +2.8% | +45.8% | +47.3% |
| 1Y | +23.2% | +39.6% | -16.4% | +18.9% |
| 3Y | -23.9% | +4.4% | -28.3% | -25.7% |
| 5Y | -43.4% | -42.8% | -0.7% | -43.3% |
| 10Y | -13.6% | +406.7% | -420.3% | -27.6% |
| All | -20.1% | +5,517.7% | -5,537.8% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling