-17.8%
CMCSA vs SGI
-18.4%
+0.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.7% | -6.4% |
| 7D | -8.3% | +0.6% | -8.9% | -8.3% |
| 30D | -2.4% | +5.5% | -8.0% | -2.8% |
| 3M | +4.5% | -3.6% | +8.1% | +4.5% |
| 6M | -18.8% | -15.0% | -3.7% | -18.5% |
| YTD | -8.9% | -23.0% | +14.1% | -8.2% |
| All | -17.8% | -18.4% | +0.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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