+1,127.7%
RSP vs SIRI
+395.9%
+731.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 7D | -0.8% | +1.6% | -2.3% | -1.0% |
| 30D | -0.3% | -4.7% | +4.4% | +0.2% |
| 3M | +4.3% | +5.3% | -1.0% | +3.5% |
| 6M | +8.8% | +30.5% | -21.7% | +5.1% |
| YTD | +15.3% | +49.6% | -34.4% | +9.3% |
| 1Y | +18.3% | +28.5% | -10.2% | +14.1% |
| 3Y | +52.8% | -27.5% | +80.3% | +53.8% |
| 5Y | +51.7% | -44.7% | +96.4% | +54.6% |
| 10Y | +208.5% | -12.6% | +221.1% | +198.7% |
| All | +1,127.7% | +395.9% | +731.8% | +856.9% |
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