-11.3%
SIRI vs RL
+311.3%
-322.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +0.6% | -3.4% | +4.0% | +1.4% |
| 30D | +2.5% | -14.4% | +16.9% | +6.3% |
| 3M | +6.6% | -13.6% | +20.2% | +10.0% |
| 6M | +32.9% | +0.6% | +32.3% | +31.3% |
| YTD | +50.5% | -3.6% | +54.1% | +49.8% |
| 1Y | +28.0% | +8.3% | +19.6% | +23.5% |
| 3Y | -22.4% | +204.8% | -227.2% | -43.6% |
| 5Y | -41.3% | +232.9% | -274.2% | -59.5% |
| All | -11.3% | +311.3% | -322.6% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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