+1,093.8%
CMCSA vs SAP
+2,233.8%
-1,140.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.1% | -2.9% | +0.8% | -1.4% |
| 30D | +7.0% | +9.0% | -2.0% | +4.6% |
| 3M | +15.1% | +14.9% | +0.1% | +10.7% |
| 6M | -15.4% | +11.9% | -27.3% | -18.7% |
| YTD | -1.9% | -9.9% | +8.0% | -1.2% |
| 1Y | -12.7% | -19.5% | +6.8% | -9.6% |
| 3Y | -31.0% | +61.8% | -92.8% | -41.3% |
| 5Y | -46.1% | +56.2% | -102.3% | -54.3% |
| 10Y | +10.8% | +180.6% | -169.8% | -20.5% |
| All | +1,093.8% | +2,233.8% | -1,140.0% | +475.1% |
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 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