-8.4%
CMCSA vs SE
+372.6%
-381.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | +4.6% | 0.0% | +4.5% | +4.5% |
| 30D | +19.8% | -19.4% | +39.2% | +22.2% |
| 3M | -0.3% | -33.1% | +32.8% | +3.4% |
| 6M | +0.3% | -11.4% | +11.8% | +0.9% |
| YTD | -6.9% | -39.8% | +32.9% | -3.2% |
| 1Y | +2.6% | -50.5% | +53.1% | +8.6% |
| 3Y | -29.0% | +68.9% | -97.9% | -35.1% |
| 5Y | -42.0% | -77.1% | +35.1% | -38.6% |
| All | -8.4% | +372.6% | -381.0% | -35.8% |
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