+301.4%
CMCSA vs SGI
+2,083.6%
-1,782.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.1% | +8.5% | -10.7% | -3.6% |
| 30D | +7.0% | +0.7% | +6.4% | +6.8% |
| 3M | +15.1% | +0.6% | +14.5% | +14.6% |
| 6M | -15.4% | -17.9% | +2.6% | -13.1% |
| YTD | -1.9% | -21.2% | +19.3% | +1.2% |
| 1Y | -12.7% | -18.9% | +6.1% | -10.7% |
| 3Y | -31.0% | +52.6% | -83.6% | -38.0% |
| 5Y | -46.1% | +60.7% | -106.8% | -53.4% |
| 10Y | +10.8% | +278.1% | -267.3% | -26.0% |
| All | +301.4% | +2,083.6% | -1,782.1% | +43.0% |
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 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