+1.8%
CMCSA vs SE
-48.0%
+49.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.5% | +0.5% | +4.9% |
| 7D | +15.2% | +6.7% | +8.5% | +15.0% |
| 30D | +17.0% | -17.2% | +34.2% | +17.5% |
| 3M | +1.2% | -28.0% | +29.3% | +2.1% |
| 6M | -5.5% | -6.1% | +0.6% | -3.7% |
| YTD | -6.5% | -37.1% | +30.6% | -6.1% |
| 1Y | +1.8% | -48.8% | +50.6% | +2.0% |
| All | +1.8% | -48.0% | +49.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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