+1,994.8%
RSG vs SIRI
-90.3%
+2,085.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.7% |
| 7D | 0.0% | +0.6% | -0.5% | 0.0% |
| 30D | +4.0% | +2.5% | +1.5% | +3.8% |
| 3M | +7.4% | +6.6% | +0.8% | +6.9% |
| 6M | +0.1% | +32.9% | -32.8% | -1.8% |
| YTD | +6.0% | +50.5% | -44.4% | +3.1% |
| 1Y | -3.0% | +28.0% | -30.9% | -4.8% |
| 3Y | +56.5% | -22.4% | +78.9% | +56.0% |
| 5Y | +90.9% | -41.3% | +132.2% | +91.8% |
| 10Y | +428.7% | -10.4% | +439.2% | +416.1% |
| All | +1,994.8% | -90.3% | +2,085.1% | +1,597.3% |
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 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