-27.1%
CMCSA vs SGI
+67.2%
-94.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | +3.2% | -5.3% | +8.5% | +4.0% |
| 30D | +19.5% | -2.1% | +21.6% | +19.9% |
| 3M | -2.4% | -8.2% | +5.8% | -1.3% |
| 6M | +3.8% | -4.6% | +8.4% | +4.1% |
| YTD | -5.4% | -31.5% | +26.1% | -1.0% |
| 1Y | +1.1% | -30.8% | +31.9% | +5.5% |
| 3Y | -27.1% | +67.2% | -94.3% | -36.7% |
| All | -27.1% | +67.2% | -94.3% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling