+308.5%
CSCO vs SIRI
-7.4%
+315.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.6% | -6.3% |
| 7D | +1.9% | -1.7% | +3.6% | +2.2% |
| 30D | -15.8% | +21.1% | -37.0% | -19.0% |
| 3M | -15.4% | +14.7% | -30.1% | -17.8% |
| 6M | -5.4% | +22.9% | -28.3% | -9.7% |
| YTD | +26.5% | +65.7% | -39.3% | +13.2% |
| 1Y | +25.9% | +53.5% | -27.6% | +14.4% |
| 3Y | +97.5% | -23.0% | +120.5% | +99.1% |
| 5Y | +93.0% | -41.5% | +134.5% | +99.4% |
| All | +308.5% | -7.4% | +315.9% | +278.1% |
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