+2,095.8%
CMCSA vs SAN
+1,772.7%
+323.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | -1.5% |
| 7D | +2.7% | +8.7% | -6.0% | -0.1% |
| 30D | +18.6% | -6.5% | +25.1% | +20.9% |
| 3M | -1.8% | -14.2% | +12.3% | +2.6% |
| 6M | -0.7% | +2.7% | -3.4% | -2.4% |
| YTD | -7.8% | +8.9% | -16.7% | -12.4% |
| 1Y | +0.7% | +23.4% | -22.6% | -8.2% |
| 3Y | -28.0% | +257.9% | -285.9% | -55.0% |
| 5Y | -42.1% | +297.8% | -339.9% | -66.3% |
| 10Y | +8.2% | +259.6% | -251.4% | -39.9% |
| All | +2,095.8% | +1,772.7% | +323.1% | +467.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling