+272.2%
QCOM vs SIRI
-11.1%
+283.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +4.9% | -3.0% | +7.9% | +5.9% |
| 30D | +9.3% | +1.3% | +8.0% | +8.7% |
| 3M | -7.0% | +5.6% | -12.6% | -8.9% |
| 6M | +32.0% | +35.1% | -3.1% | +19.7% |
| YTD | +5.0% | +49.0% | -44.0% | -8.2% |
| 1Y | +13.6% | +26.8% | -13.2% | +4.1% |
| 3Y | +77.6% | -23.7% | +101.3% | +78.1% |
| 5Y | +38.2% | -41.8% | +80.0% | +41.4% |
| All | +272.2% | -11.1% | +283.2% | +249.9% |
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