+3.2%
CMCSA vs SAP
+236.1%
-232.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.6% | -3.9% | +3.3% | +0.6% |
| 30D | +18.8% | +6.5% | +12.3% | +16.6% |
| 3M | -1.1% | +14.7% | -15.8% | -5.3% |
| 6M | +2.5% | +39.9% | -37.4% | -8.0% |
| YTD | -6.7% | -2.0% | -4.8% | -7.7% |
| 1Y | 0.0% | -6.0% | +6.0% | +0.3% |
| 3Y | -28.9% | +67.7% | -96.6% | -44.0% |
| 5Y | -41.1% | +78.8% | -119.9% | -55.9% |
| All | +3.2% | +236.1% | -232.8% | -41.0% |
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