+1,466.3%
CMCSA vs SIRI
-17.9%
+1,484.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +0.1% | +4.3% | -4.2% | -0.2% |
| 30D | +3.8% | -2.8% | +6.7% | +4.0% |
| 3M | +12.3% | +5.9% | +6.4% | +11.8% |
| 6M | -15.4% | +31.9% | -47.3% | -17.3% |
| YTD | -2.5% | +48.7% | -51.1% | -5.6% |
| 1Y | -13.4% | +23.2% | -36.6% | -15.0% |
| 3Y | -30.4% | -23.9% | -6.5% | -30.2% |
| 5Y | -45.0% | -43.4% | -1.6% | -44.2% |
| 10Y | +10.2% | -13.6% | +23.8% | +8.3% |
| All | +1,466.3% | -17.9% | +1,484.2% | +1,232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling