-10.4%
CMCSA vs SE
+569.0%
-579.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.5% | -6.2% |
| 7D | -8.3% | -3.6% | -4.6% | -7.9% |
| 30D | -2.4% | -5.3% | +2.9% | -2.0% |
| 3M | +4.5% | +28.1% | -23.6% | +1.8% |
| 6M | -18.8% | +20.7% | -39.4% | -20.7% |
| YTD | -8.9% | -14.8% | +5.9% | -8.3% |
| 1Y | -18.3% | -43.6% | +25.3% | -14.5% |
| 3Y | -35.0% | +184.2% | -219.2% | -43.5% |
| 5Y | -48.2% | -66.3% | +18.2% | -47.1% |
| All | -10.4% | +569.0% | -579.4% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling