-22.3%
RMD vs SIRI
-42.5%
+20.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -4.2% | -3.0% | -1.2% | -3.7% |
| 30D | -2.1% | +1.3% | -3.4% | -2.3% |
| 3M | +13.8% | +5.6% | +8.1% | +12.8% |
| 6M | -10.6% | +35.2% | -45.8% | -15.0% |
| YTD | -8.1% | +49.1% | -57.2% | -14.1% |
| 1Y | -18.0% | +26.8% | -44.7% | -21.5% |
| 3Y | +52.9% | -23.7% | +76.5% | +52.8% |
| 5Y | -22.3% | -41.8% | +19.6% | -16.3% |
| All | -22.3% | -42.5% | +20.2% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling