+4.7%
CMCSA vs SAN
+270.1%
-265.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +3.2% | +4.0% | -0.8% | +2.0% |
| 30D | +19.5% | -7.8% | +27.3% | +21.9% |
| 3M | -2.4% | -16.4% | +14.0% | +2.1% |
| 6M | +3.8% | +3.5% | +0.3% | +2.1% |
| YTD | -5.4% | +6.7% | -12.1% | -8.9% |
| 1Y | +1.1% | +14.5% | -13.4% | -4.7% |
| 3Y | -27.1% | +243.5% | -270.6% | -51.7% |
| 5Y | -40.3% | +296.2% | -336.5% | -63.5% |
| All | +4.7% | +270.1% | -265.4% | -35.9% |
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