-45.0%
CMCSA vs SFM
+219.5%
-264.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.2% |
| 7D | +0.1% | -5.8% | +5.9% | +0.8% |
| 30D | +3.8% | -11.4% | +15.2% | +5.2% |
| 3M | +12.3% | -12.2% | +24.5% | +13.8% |
| 6M | -15.4% | -5.2% | -10.2% | -15.4% |
| YTD | -2.5% | -4.5% | +2.0% | -2.8% |
| 1Y | -13.4% | -45.4% | +32.0% | -7.0% |
| 3Y | -30.4% | +91.1% | -121.4% | -38.6% |
| 5Y | -45.0% | +226.8% | -271.8% | -55.1% |
| All | -45.0% | +219.5% | -264.5% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 5y: compounded portfolio wealth divided by compounded SFM 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…
5y analysis · Full analysis span regression · 6 months rolling