+65.1%
RSP vs SIRI
-22.7%
+87.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +2.4% | -1.7% | +4.1% | +2.6% |
| 30D | +4.3% | +21.1% | -16.9% | +1.7% |
| 3M | -0.3% | +14.7% | -15.1% | -2.2% |
| 6M | +9.8% | +22.9% | -13.1% | +6.7% |
| YTD | +16.8% | +65.7% | -48.9% | +8.8% |
| 1Y | +19.5% | +53.5% | -34.0% | +12.4% |
| 3Y | +65.1% | -23.0% | +88.1% | +66.5% |
| All | +65.1% | -22.7% | +87.8% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling