-6.9%
CMCSA vs SE
+363.8%
-370.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.3% |
| 7D | +3.2% | -0.5% | +3.6% | +3.2% |
| 30D | +19.5% | -20.9% | +40.5% | +22.1% |
| 3M | -2.4% | -38.9% | +36.5% | +2.2% |
| 6M | +3.8% | -19.4% | +23.3% | +5.5% |
| YTD | -5.4% | -40.9% | +35.6% | -1.5% |
| 1Y | +1.1% | -46.2% | +47.3% | +6.2% |
| 3Y | -27.1% | +63.7% | -90.8% | -33.1% |
| 5Y | -40.3% | -77.9% | +37.6% | -36.5% |
| All | -6.9% | +363.8% | -370.7% | -34.6% |
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