+1,032.7%
CMCSA vs SAP
+2,435.9%
-1,403.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | +4.6% | +1.5% | +3.1% | +4.2% |
| 30D | +19.8% | +8.8% | +11.0% | +17.3% |
| 3M | -0.3% | +12.1% | -12.3% | -3.3% |
| 6M | +0.3% | +34.6% | -34.3% | -7.5% |
| YTD | -6.9% | -2.1% | -4.8% | -8.2% |
| 1Y | +2.6% | -5.5% | +8.1% | +2.1% |
| 3Y | -29.0% | +67.4% | -96.5% | -40.1% |
| 5Y | -42.0% | +74.6% | -116.6% | -52.1% |
| 10Y | +6.4% | +224.0% | -217.6% | -26.3% |
| All | +1,032.7% | +2,435.9% | -1,403.2% | +434.0% |
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 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