-19.9%
SIRI vs RVTY
+2,285.7%
-2,305.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.9% |
| 7D | -3.0% | -7.4% | +4.4% | -0.6% |
| 30D | +1.3% | +4.5% | -3.2% | -0.2% |
| 3M | +5.6% | +19.5% | -13.8% | -0.8% |
| 6M | +35.2% | +34.1% | +1.0% | +21.1% |
| YTD | +49.1% | +25.3% | +23.8% | +35.7% |
| 1Y | +26.8% | +47.0% | -20.2% | +8.8% |
| 3Y | -23.7% | +14.1% | -37.8% | -30.2% |
| 5Y | -41.8% | -34.6% | -7.3% | -38.0% |
| 10Y | -11.3% | +136.0% | -147.2% | -40.4% |
| All | -19.9% | +2,285.7% | -2,305.6% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling