+36.2%
QCOM vs SIRI
-43.5%
+79.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.8% | +3.3% |
| 7D | +5.1% | +4.3% | +0.8% | +4.1% |
| 30D | +4.3% | -2.8% | +7.1% | +4.8% |
| 3M | -19.6% | +5.9% | -25.5% | -20.9% |
| 6M | +29.5% | +31.9% | -2.5% | +21.4% |
| YTD | +3.4% | +48.7% | -45.3% | -5.9% |
| 1Y | +10.9% | +23.2% | -12.3% | +5.0% |
| 3Y | +74.8% | -23.9% | +98.7% | +72.7% |
| 5Y | +36.2% | -43.4% | +79.6% | +48.8% |
| All | +36.2% | -43.5% | +79.7% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling