-24.0%
SIRI vs RBA
+26.3%
-50.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -3.9% | -1.9% | -2.0% | -3.3% |
| 30D | -0.8% | -13.0% | +12.1% | +3.5% |
| 3M | +4.3% | -23.1% | +27.4% | +12.5% |
| 6M | +34.1% | -22.6% | +56.6% | +43.8% |
| YTD | +47.3% | -20.4% | +67.7% | +54.2% |
| 1Y | +22.9% | -29.6% | +52.5% | +35.4% |
| All | -24.0% | +26.3% | -50.3% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling