+1,021.7%
CMCSA vs SAP
+2,475.8%
-1,454.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | +2.7% | +1.6% | +1.1% | +2.3% |
| 30D | +18.6% | +10.5% | +8.1% | +15.7% |
| 3M | -1.8% | +15.2% | -17.0% | -5.4% |
| 6M | -0.7% | +36.7% | -37.4% | -8.7% |
| YTD | -7.8% | -0.6% | -7.3% | -9.4% |
| 1Y | +0.7% | -4.1% | +4.9% | -0.1% |
| 3Y | -28.0% | +73.2% | -101.2% | -39.7% |
| 5Y | -42.1% | +74.1% | -116.2% | -52.2% |
| 10Y | +8.2% | +222.9% | -214.8% | -25.1% |
| All | +1,021.7% | +2,475.8% | -1,454.1% | +426.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling