+281.7%
CMCSA vs SGI
+1,794.5%
-1,512.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.3% |
| 7D | -0.6% | -10.7% | +10.1% | +1.4% |
| 30D | +18.8% | -3.6% | +22.4% | +19.5% |
| 3M | -1.1% | -5.4% | +4.3% | -0.3% |
| 6M | +2.5% | -7.0% | +9.6% | +3.3% |
| YTD | -6.7% | -31.6% | +24.9% | -1.4% |
| 1Y | 0.0% | -33.5% | +33.5% | +6.1% |
| 3Y | -28.9% | +66.5% | -95.4% | -37.1% |
| 5Y | -41.1% | +42.2% | -83.3% | -48.0% |
| 10Y | +4.5% | +320.9% | -316.4% | -31.2% |
| All | +281.7% | +1,794.5% | -1,512.8% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling