-46.7%
CMCSA vs SIRI
-42.5%
-4.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.2% |
| 7D | -5.6% | -3.0% | -2.6% | -5.1% |
| 30D | -1.9% | +1.3% | -3.2% | -2.1% |
| 3M | +6.4% | +5.6% | +0.8% | +5.5% |
| 6M | -16.9% | +35.2% | -52.1% | -20.6% |
| YTD | -6.8% | +49.1% | -55.9% | -12.3% |
| 1Y | -15.9% | +26.8% | -42.7% | -19.1% |
| 3Y | -33.4% | -23.7% | -9.8% | -33.4% |
| 5Y | -46.7% | -41.8% | -4.9% | -46.6% |
| All | -46.7% | -42.5% | -4.2% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling