+18,003.2%
QCOM vs SIRI
-17.3%
+18,020.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.4% |
| 7D | +3.3% | +1.6% | +1.8% | +3.1% |
| 30D | +7.7% | -4.7% | +12.4% | +8.2% |
| 3M | -30.1% | +5.3% | -35.3% | -30.5% |
| 6M | +22.8% | +30.5% | -7.7% | +19.5% |
| YTD | +0.2% | +49.6% | -49.4% | -4.0% |
| 1Y | +7.9% | +28.5% | -20.7% | +4.8% |
| 3Y | +55.8% | -27.5% | +83.3% | +57.7% |
| 5Y | +30.1% | -44.7% | +74.7% | +33.2% |
| 10Y | +248.9% | -12.6% | +261.5% | +243.5% |
| All | +18,003.2% | -17.3% | +18,020.5% | +16,253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling