+59.9%
SIRI vs RNG
+179.4%
-119.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.2% | +8.7% | +8.4% |
| 7D | +22.3% | -9.6% | +31.8% | +22.6% |
| 30D | +26.9% | -1.4% | +28.3% | +26.9% |
| 3M | +9.6% | +28.8% | -19.2% | +8.7% |
| 6M | +27.2% | +65.6% | -38.4% | +25.2% |
| YTD | +72.4% | +171.4% | -99.0% | +69.5% |
| 1Y | +59.9% | +185.3% | -125.4% | +52.8% |
| All | +59.9% | +179.4% | -119.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling