-30.4%
CMCSA vs SAN
+356.8%
-387.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.1% | +3.3% | -3.2% | -0.3% |
| 30D | +3.8% | +1.1% | +2.7% | +3.7% |
| 3M | +12.3% | +22.2% | -9.9% | +9.2% |
| 6M | -15.4% | +36.0% | -51.4% | -19.3% |
| YTD | -2.5% | +28.2% | -30.7% | -6.6% |
| 1Y | -13.4% | +54.1% | -67.5% | -20.0% |
| 3Y | -30.4% | +354.2% | -384.6% | -46.2% |
| All | -30.4% | +356.8% | -387.1% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling