-12.7%
CMCSA vs SIRI
+28.3%
-41.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.1% |
| 7D | -2.1% | +1.6% | -3.7% | -2.5% |
| 30D | +7.0% | -4.7% | +11.7% | +8.0% |
| 3M | +15.1% | +5.3% | +9.8% | +14.1% |
| 6M | -15.4% | +30.5% | -45.9% | -17.6% |
| YTD | -1.9% | +49.6% | -51.5% | -5.8% |
| 1Y | -12.7% | +28.5% | -41.2% | -14.5% |
| All | -12.7% | +28.3% | -41.1% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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