+4.6%
CMCSA vs SAP
+175.9%
-171.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.1% | -5.5% | -6.3% |
| 7D | -8.3% | -0.3% | -8.0% | -8.2% |
| 30D | -2.4% | +0.3% | -2.7% | -2.6% |
| 3M | +4.5% | +16.9% | -12.4% | -0.7% |
| 6M | -18.8% | +6.3% | -25.1% | -21.1% |
| YTD | -8.9% | -12.4% | +3.5% | -6.7% |
| 1Y | -18.3% | -21.6% | +3.3% | -13.3% |
| 3Y | -35.0% | +54.8% | -89.7% | -47.6% |
| 5Y | -48.2% | +56.2% | -104.3% | -59.4% |
| 10Y | +4.6% | +179.0% | -174.5% | -35.1% |
| All | +4.6% | +175.9% | -171.3% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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