+250.8%
QCOM vs SIRI
-6.2%
+257.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +2.0% | -2.6% | +4.6% | +2.8% |
| 30D | +1.2% | +22.2% | -21.0% | -4.8% |
| 3M | +9.1% | +14.1% | -5.0% | +4.5% |
| 6M | -25.0% | +22.5% | -47.5% | -29.8% |
| YTD | +4.8% | +67.9% | -63.0% | -11.8% |
| 1Y | +3.6% | +54.6% | -51.0% | -10.6% |
| 3Y | +51.5% | -21.3% | +72.8% | +52.2% |
| 5Y | +19.7% | -40.4% | +60.1% | +24.0% |
| All | +250.8% | -6.2% | +257.0% | +216.8% |
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 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