+5.4%
CMCSA vs SIMO
+453.3%
-447.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.7% | -7.6% | +0.7% |
| 7D | +0.7% | +0.9% | -0.2% | +0.6% |
| 30D | +21.0% | -25.4% | +46.4% | +22.3% |
| 3M | -0.9% | -17.8% | +16.8% | -0.9% |
| 6M | +2.9% | -29.6% | +32.5% | +2.8% |
| YTD | -5.9% | +100.3% | -106.2% | -17.1% |
| 1Y | +2.5% | +100.4% | -97.9% | -9.8% |
| 3Y | -28.3% | +246.1% | -274.3% | -42.6% |
| 5Y | -40.8% | +189.8% | -230.6% | -53.1% |
| 10Y | +5.4% | +434.6% | -429.2% | -29.9% |
| All | +5.4% | +453.3% | -447.9% | -29.9% |
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