+69.1%
CSCO vs SIRI
+28.0%
+41.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.4% | +4.3% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | -9.5% | +2.5% | -12.0% | -9.7% |
| 3M | -7.6% | +6.6% | -14.2% | -8.6% |
| 6M | +44.9% | +32.9% | +12.0% | +39.4% |
| YTD | +47.7% | +50.5% | -2.8% | +39.6% |
| 1Y | +69.1% | +28.0% | +41.1% | +62.1% |
| All | +69.1% | +28.0% | +41.1% | +62.1% |
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 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