-18.3%
CMCSA vs SE
-42.8%
+24.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.5% | -6.5% |
| 7D | -8.3% | -3.6% | -4.6% | -8.2% |
| 30D | -2.4% | -5.3% | +2.9% | -2.3% |
| 3M | +4.5% | +28.1% | -23.6% | +5.0% |
| 6M | -18.8% | +20.7% | -39.4% | -18.2% |
| YTD | -8.9% | -14.8% | +5.9% | -8.6% |
| 1Y | -18.3% | -43.6% | +25.3% | -16.0% |
| All | -18.3% | -42.8% | +24.5% | -16.0% |
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