+11,860.3%
CSCO vs SIRI
-17.9%
+11,878.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -0.5% | +4.3% | -4.8% | -0.9% |
| 30D | -10.1% | -2.8% | -7.3% | -9.9% |
| 3M | -11.7% | +5.9% | -17.6% | -12.3% |
| 6M | +40.1% | +31.9% | +8.2% | +36.2% |
| YTD | +43.8% | +48.7% | -4.9% | +38.1% |
| 1Y | +66.6% | +23.2% | +43.4% | +62.6% |
| 3Y | +108.5% | -23.9% | +132.4% | +108.7% |
| 5Y | +114.0% | -43.4% | +157.4% | +116.6% |
| 10Y | +366.8% | -13.6% | +380.4% | +353.6% |
| All | +11,860.3% | -17.9% | +11,878.2% | +9,988.8% |
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