-46.7%
CMCSA vs SGI
+45.9%
-92.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.9% |
| 7D | -5.6% | -4.9% | -0.6% | -4.7% |
| 30D | -1.9% | +1.6% | -3.5% | -2.2% |
| 3M | +6.4% | -3.2% | +9.6% | +6.7% |
| 6M | -16.9% | -16.0% | -0.9% | -15.0% |
| YTD | -6.8% | -25.4% | +18.6% | -2.8% |
| 1Y | -15.9% | -21.6% | +5.7% | -13.5% |
| 3Y | -33.4% | +52.9% | -86.3% | -41.3% |
| 5Y | -46.7% | +47.5% | -94.2% | -54.0% |
| All | -46.7% | +45.9% | -92.6% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling