0.0%
CMCSA vs SBAC
-4.7%
+4.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -0.6% | -2.7% | +2.1% | -0.2% |
| 30D | +18.8% | +3.3% | +15.5% | +18.3% |
| 3M | -1.1% | +3.3% | -4.4% | -1.4% |
| 6M | +2.5% | -10.9% | +13.5% | +3.4% |
| YTD | -6.7% | -1.0% | -5.8% | -6.5% |
| 1Y | 0.0% | -4.5% | +4.4% | -0.1% |
| All | 0.0% | -4.7% | +4.6% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling