+1,059.0%
RMBS vs SIRI
-81.7%
+1,140.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +3.5% | -3.9% | +7.4% | +4.2% |
| 30D | -8.6% | -0.8% | -7.8% | -8.5% |
| 3M | -40.3% | +4.3% | -44.6% | -40.9% |
| 6M | -1.0% | +34.1% | -35.0% | -6.2% |
| YTD | -4.6% | +47.3% | -51.9% | -11.4% |
| 1Y | +17.6% | +22.9% | -5.3% | +12.6% |
| 3Y | +58.6% | -24.6% | +83.2% | +61.9% |
| 5Y | +270.9% | -43.2% | +314.1% | +285.3% |
| 10Y | +569.1% | -12.3% | +581.4% | +546.0% |
| All | +1,059.0% | -81.7% | +1,140.8% | +710.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling