-45.0%
CMCSA vs SAN
+381.9%
-427.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.1% | +3.3% | -3.2% | -0.6% |
| 30D | +3.8% | +1.1% | +2.7% | +3.6% |
| 3M | +12.3% | +22.2% | -9.9% | +7.5% |
| 6M | -15.4% | +36.0% | -51.4% | -21.4% |
| YTD | -2.5% | +28.2% | -30.7% | -8.7% |
| 1Y | -13.4% | +54.1% | -67.5% | -22.6% |
| 3Y | -30.4% | +354.2% | -384.6% | -53.8% |
| 5Y | -45.0% | +387.3% | -432.3% | -66.3% |
| All | -45.0% | +381.9% | -427.0% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling