+254.4%
CMCSA vs SBAC
+2,173.2%
-1,918.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | -0.6% | -3.4% | +2.8% | -0.1% |
| 30D | +18.8% | +2.6% | +16.2% | +18.4% |
| 3M | -1.1% | +2.6% | -3.7% | -1.6% |
| 6M | +2.5% | -11.5% | +14.0% | +3.9% |
| YTD | -6.7% | -1.6% | -5.1% | -7.2% |
| 1Y | 0.0% | -5.1% | +5.1% | -0.1% |
| 3Y | -28.9% | -9.3% | -19.5% | -29.0% |
| 5Y | -41.1% | -41.0% | -0.2% | -38.3% |
| 10Y | +4.5% | +108.0% | -103.6% | -6.7% |
| All | +254.4% | +2,173.2% | -1,918.8% | +135.7% |
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