-11.3%
SIRI vs RVTY
+145.6%
-156.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.1% |
| 7D | +0.6% | -4.5% | +5.1% | +2.0% |
| 30D | +2.5% | +5.5% | -3.0% | +0.7% |
| 3M | +6.6% | +22.5% | -15.9% | -0.5% |
| 6M | +32.9% | +38.9% | -6.0% | +18.2% |
| YTD | +50.5% | +28.7% | +21.7% | +36.2% |
| 1Y | +28.0% | +45.5% | -17.5% | +10.3% |
| 3Y | -22.4% | +16.4% | -38.8% | -29.3% |
| 5Y | -41.3% | -32.7% | -8.5% | -37.9% |
| All | -11.3% | +145.6% | -156.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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