-73.4%
SIRI vs RBA
+4,075.0%
-4,148.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -1.7% | +1.7% | -3.4% | -2.2% |
| 30D | +21.1% | +8.3% | +12.8% | +18.4% |
| 3M | +14.7% | +10.5% | +4.2% | +11.3% |
| 6M | +22.9% | -5.9% | +28.8% | +24.0% |
| YTD | +65.7% | -6.9% | +72.6% | +66.6% |
| 1Y | +53.5% | -4.9% | +58.3% | +53.2% |
| 3Y | -23.0% | +64.5% | -87.5% | -34.5% |
| 5Y | -41.5% | +46.1% | -87.6% | -49.9% |
| 10Y | -7.4% | +208.2% | -215.7% | -38.7% |
| All | -73.4% | +4,075.0% | -4,148.4% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling