-76.2%
SIRI vs RL
+1,366.2%
-1,442.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.7% | -3.2% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | -4.7% | -7.8% | +3.1% | -2.5% |
| 3M | +5.3% | -4.0% | +9.3% | +5.9% |
| 6M | +30.5% | -1.9% | +32.4% | +29.6% |
| YTD | +49.6% | -0.2% | +49.8% | +47.2% |
| 1Y | +28.5% | +10.7% | +17.8% | +22.1% |
| 3Y | -27.5% | +210.8% | -238.2% | -51.6% |
| 5Y | -44.7% | +238.2% | -282.9% | -65.5% |
| 10Y | -12.6% | +313.4% | -326.0% | -54.2% |
| All | -76.2% | +1,366.2% | -1,442.4% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling