+3.8%
CMCSA vs SFM
-40.5%
+44.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.3% |
| 7D | +3.2% | +6.0% | -2.9% | +2.6% |
| 30D | +19.5% | -19.5% | +39.0% | +20.9% |
| 3M | -2.4% | -37.0% | +34.6% | +1.7% |
| 6M | +3.8% | -41.0% | +44.9% | +8.0% |
| All | +3.8% | -40.5% | +44.3% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling