+2.6%
CMCSA vs SAP
-5.5%
+8.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | +4.6% | +1.5% | +3.1% | +4.5% |
| 30D | +19.8% | +8.8% | +11.0% | +19.1% |
| 3M | -0.3% | +12.1% | -12.3% | -1.0% |
| 6M | +0.3% | +34.6% | -34.3% | -2.2% |
| YTD | -6.9% | -2.1% | -4.8% | -6.9% |
| 1Y | +2.6% | -5.5% | +8.1% | +4.7% |
| All | +2.6% | -5.5% | +8.0% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling