+359.9%
CSCO vs SIRI
-11.0%
+370.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | -1.1% | -3.0% | +1.9% | -0.5% |
| 30D | -10.8% | +1.3% | -12.1% | -11.1% |
| 3M | -9.2% | +5.6% | -14.9% | -10.5% |
| 6M | +39.5% | +35.2% | +4.4% | +30.6% |
| YTD | +41.5% | +49.1% | -7.6% | +29.4% |
| 1Y | +61.0% | +26.8% | +34.2% | +51.7% |
| 3Y | +105.2% | -23.7% | +128.9% | +104.8% |
| 5Y | +113.4% | -41.8% | +155.3% | +116.0% |
| All | +359.9% | -11.0% | +370.9% | +304.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling