-45.0%
CMCSA vs SBAC
-43.9%
-1.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +3.8% | +3.2% | +0.6% | +3.1% |
| 3M | +12.3% | -5.1% | +17.4% | +13.3% |
| 6M | -15.4% | -2.1% | -13.3% | -15.4% |
| YTD | -2.5% | -0.5% | -2.0% | -3.1% |
| 1Y | -13.4% | +1.1% | -14.5% | -14.4% |
| 3Y | -30.4% | -7.4% | -22.9% | -31.0% |
| 5Y | -45.0% | -44.3% | -0.7% | -41.1% |
| All | -45.0% | -43.9% | -1.1% | -41.1% |
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 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