+2,236.9%
CMCSA vs SAN
+2,116.5%
+120.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -2.1% | +1.8% | -3.9% | -2.7% |
| 30D | +7.0% | +2.0% | +5.0% | +6.3% |
| 3M | +15.1% | +19.7% | -4.6% | +8.2% |
| 6M | -15.4% | +30.6% | -46.0% | -23.3% |
| YTD | -1.9% | +28.8% | -30.7% | -11.3% |
| 1Y | -12.7% | +57.8% | -70.5% | -26.3% |
| 3Y | -31.0% | +338.1% | -369.1% | -59.5% |
| 5Y | -46.1% | +384.2% | -430.3% | -70.5% |
| 10Y | +10.8% | +353.1% | -342.3% | -42.8% |
| All | +2,236.9% | +2,116.5% | +120.4% | +474.1% |
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