-15.7%
RMD vs SIRI
+28.3%
-44.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | 0.0% |
| 7D | -5.0% | +1.6% | -6.6% | -5.2% |
| 30D | +2.2% | -4.7% | +6.9% | +3.0% |
| 3M | +17.8% | +5.3% | +12.6% | +17.5% |
| 6M | -11.3% | +30.5% | -41.8% | -14.3% |
| YTD | -4.4% | +49.6% | -54.1% | -10.5% |
| 1Y | -15.7% | +28.5% | -44.2% | -16.4% |
| All | -15.7% | +28.3% | -44.1% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling