+59.7%
CMCSA vs SFM
+39.6%
+20.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | +4.6% | -6.9% | +11.5% | +5.4% |
| 30D | +19.8% | -25.0% | +44.8% | +23.2% |
| 3M | -0.3% | -42.7% | +42.5% | +5.9% |
| 6M | +0.3% | -41.0% | +41.3% | +5.8% |
| YTD | -6.9% | -38.7% | +31.7% | -2.8% |
| 1Y | +2.6% | -38.1% | +40.7% | +6.9% |
| 3Y | -29.0% | +19.3% | -48.4% | -33.0% |
| 5Y | -42.0% | +103.1% | -145.1% | -49.5% |
| 10Y | +6.4% | +131.1% | -124.6% | -12.1% |
| All | +59.7% | +39.6% | +20.1% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling