+8.2%
CMCSA vs SIMO
+434.7%
-426.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.2% |
| 7D | +2.7% | -8.5% | +11.1% | +2.9% |
| 30D | +18.6% | -34.8% | +53.5% | +20.7% |
| 3M | -1.8% | -32.8% | +31.0% | -0.7% |
| 6M | -0.7% | -32.0% | +31.4% | -0.8% |
| YTD | -7.8% | +87.0% | -94.8% | -18.5% |
| 1Y | +0.7% | +86.1% | -85.3% | -11.0% |
| 3Y | -28.0% | +226.4% | -254.4% | -42.3% |
| 5Y | -42.1% | +172.1% | -214.2% | -54.1% |
| 10Y | +8.2% | +408.0% | -399.9% | -27.9% |
| All | +8.2% | +434.7% | -426.5% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling