+28.0%
SIRI vs RNG
+128.1%
-100.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.6% | -6.1% | +6.6% | +0.8% |
| 30D | +2.5% | +9.6% | -7.1% | +2.2% |
| 3M | +6.6% | +83.3% | -76.7% | +5.0% |
| 6M | +32.9% | +77.9% | -45.1% | +30.6% |
| YTD | +50.5% | +139.9% | -89.5% | +46.6% |
| 1Y | +28.0% | +121.7% | -93.7% | +20.4% |
| All | +28.0% | +128.1% | -100.1% | +20.4% |
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