+54.2%
RGTI vs SIRI
-44.4%
+98.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | -17.1% | +2.5% | -19.6% | -17.8% |
| 3M | -26.0% | +6.6% | -32.6% | -27.9% |
| 6M | -9.9% | +32.9% | -42.7% | -17.2% |
| YTD | -31.1% | +50.5% | -81.5% | -39.8% |
| 1Y | -8.5% | +28.0% | -36.5% | -15.9% |
| 3Y | +652.2% | -22.4% | +674.6% | +629.0% |
| 5Y | +56.8% | -41.3% | +98.1% | +42.6% |
| All | +54.2% | -44.4% | +98.7% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling