+48.9%
QCOM vs SIRI
-22.6%
+71.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.6% |
| 7D | +5.5% | +5.5% | 0.0% | +4.0% |
| 30D | -1.1% | +22.6% | -23.7% | -6.4% |
| 3M | +7.6% | +12.9% | -5.4% | +3.9% |
| 6M | -20.1% | +22.3% | -42.3% | -24.6% |
| YTD | +3.0% | +67.8% | -64.7% | -11.8% |
| 1Y | +3.2% | +54.6% | -51.3% | -9.4% |
| 3Y | +48.9% | -21.4% | +70.3% | +43.2% |
| All | +48.9% | -22.6% | +71.4% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling