+251.9%
QCOM vs SIRI
-7.8%
+259.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +13.0% | -3.7% | +16.7% | +14.2% |
| 30D | +0.2% | +20.4% | -20.3% | -5.4% |
| 3M | +9.2% | +12.5% | -3.3% | +5.0% |
| 6M | -15.0% | +23.4% | -38.4% | -20.7% |
| YTD | +5.2% | +65.2% | -60.0% | -11.1% |
| 1Y | +2.4% | +52.4% | -50.0% | -11.3% |
| 3Y | +52.0% | -22.6% | +74.6% | +53.4% |
| 5Y | +19.7% | -41.7% | +61.4% | +25.0% |
| All | +251.9% | -7.8% | +259.7% | +219.4% |
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