+205.8%
RSP vs SIRI
-10.2%
+216.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -1.9% | +0.6% | -2.4% | -2.0% |
| 30D | -2.8% | +2.5% | -5.3% | -3.4% |
| 3M | +2.8% | +6.6% | -3.8% | +1.1% |
| 6M | +10.2% | +32.9% | -22.7% | +2.9% |
| YTD | +13.1% | +50.5% | -37.4% | +2.4% |
| 1Y | +14.8% | +28.0% | -13.2% | +7.4% |
| 3Y | +52.6% | -22.4% | +75.0% | +52.1% |
| 5Y | +51.6% | -41.3% | +92.9% | +54.1% |
| All | +205.8% | -10.2% | +216.1% | +162.1% |
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