-6.3%
SIRI vs RNG
+301.7%
-308.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.6% | -6.1% | +6.6% | +1.3% |
| 30D | +2.5% | +9.6% | -7.1% | +1.2% |
| 3M | +6.6% | +83.3% | -76.7% | -1.9% |
| 6M | +32.9% | +77.9% | -45.1% | +21.6% |
| YTD | +50.5% | +139.9% | -89.5% | +30.6% |
| 1Y | +28.0% | +121.7% | -93.7% | +11.9% |
| 3Y | -22.4% | +121.9% | -144.3% | -33.5% |
| 5Y | -41.3% | -68.4% | +27.1% | -38.8% |
| 10Y | -10.4% | +220.0% | -230.5% | -38.9% |
| All | -6.3% | +301.7% | -308.0% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling