-30.4%
CMCSA vs SAP
+56.7%
-87.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +3.8% | +2.6% | +1.2% | +3.4% |
| 3M | +12.3% | +16.3% | -3.9% | +9.6% |
| 6M | -15.4% | +6.4% | -21.8% | -16.1% |
| YTD | -2.5% | -11.4% | +8.9% | -1.2% |
| 1Y | -13.4% | -20.4% | +7.0% | -10.6% |
| 3Y | -30.4% | +56.5% | -86.9% | -32.9% |
| All | -30.4% | +56.7% | -87.1% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling