+272.8%
CMCSA vs SBAC
+2,208.1%
-1,935.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +7.0% | +6.9% | +0.1% | +6.1% |
| 3M | +15.1% | -8.2% | +23.3% | +16.3% |
| 6M | -15.4% | -1.6% | -13.7% | -15.6% |
| YTD | -1.9% | -0.1% | -1.8% | -2.4% |
| 1Y | -12.7% | -0.5% | -12.3% | -13.2% |
| 3Y | -31.0% | -9.1% | -21.9% | -31.1% |
| 5Y | -46.1% | -43.8% | -2.3% | -43.1% |
| 10Y | +10.8% | +80.5% | -69.7% | +0.6% |
| All | +272.8% | +2,208.1% | -1,935.4% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling