-42.2%
RIG vs SIRI
-10.2%
-32.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -2.1% |
| 7D | -3.1% | +0.6% | -3.6% | -3.3% |
| 30D | -0.5% | +2.5% | -3.0% | -1.6% |
| 3M | -6.0% | +6.6% | -12.6% | -9.6% |
| 6M | -10.1% | +32.9% | -43.0% | -22.8% |
| YTD | +37.3% | +50.5% | -13.2% | +10.3% |
| 1Y | +73.9% | +28.0% | +46.0% | +49.7% |
| 3Y | -30.2% | -22.4% | -7.8% | -31.3% |
| 5Y | +62.5% | -41.3% | +103.8% | +61.9% |
| All | -42.2% | -10.2% | -32.0% | -42.6% |
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