+5.4%
CMCSA vs SAN
+275.0%
-269.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +0.7% | +3.4% | -2.7% | -0.3% |
| 30D | +21.0% | -6.3% | +27.3% | +22.9% |
| 3M | -0.9% | -14.1% | +13.2% | +2.8% |
| 6M | +2.9% | +4.2% | -1.3% | +1.0% |
| YTD | -5.9% | +9.0% | -14.9% | -9.9% |
| 1Y | +2.5% | +18.8% | -16.3% | -4.4% |
| 3Y | -28.3% | +252.0% | -280.3% | -52.8% |
| 5Y | -40.8% | +299.5% | -340.3% | -63.8% |
| 10Y | +5.4% | +276.7% | -271.3% | -35.6% |
| All | +5.4% | +275.0% | -269.6% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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