+4.6%
CMCSA vs SBAC
+78.4%
-73.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.3% |
| 7D | -8.3% | +0.2% | -8.5% | -8.3% |
| 30D | -2.4% | +3.9% | -6.3% | -3.4% |
| 3M | +4.5% | -8.2% | +12.7% | +6.7% |
| 6M | -18.8% | -2.8% | -16.0% | -18.9% |
| YTD | -8.9% | -1.5% | -7.4% | -9.6% |
| 1Y | -18.3% | 0.0% | -18.3% | -19.4% |
| 3Y | -35.0% | -8.4% | -26.6% | -35.7% |
| 5Y | -48.2% | -43.5% | -4.6% | -41.3% |
| 10Y | +4.6% | +86.9% | -82.4% | -6.4% |
| All | +4.6% | +78.4% | -73.8% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling