-42.0%
CMCSA vs SBAC
-40.1%
-1.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +4.6% | +3.6% | +0.9% | +3.8% |
| 30D | +19.8% | +4.9% | +14.9% | +18.6% |
| 3M | -0.3% | +6.5% | -6.7% | -1.7% |
| 6M | +0.3% | -11.1% | +11.4% | +2.4% |
| YTD | -6.9% | +0.9% | -7.9% | -7.9% |
| 1Y | +2.6% | -1.6% | +4.1% | +2.1% |
| 3Y | -29.0% | -7.0% | -22.1% | -29.7% |
| 5Y | -42.0% | -39.2% | -2.8% | -38.5% |
| All | -42.0% | -40.1% | -1.9% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling