-12.1%
SIRI vs RBA
+195.3%
-207.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -3.0% | -3.3% | +0.3% | -2.1% |
| 30D | +1.3% | -9.8% | +11.1% | +4.2% |
| 3M | +5.6% | -23.5% | +29.1% | +13.4% |
| 6M | +35.2% | -21.5% | +56.7% | +43.7% |
| YTD | +49.1% | -21.2% | +70.2% | +57.2% |
| 1Y | +26.8% | -30.2% | +57.0% | +38.7% |
| 3Y | -23.7% | +25.3% | -49.0% | -30.4% |
| 5Y | -41.8% | +35.1% | -76.9% | -49.4% |
| All | -12.1% | +195.3% | -207.4% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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