+10.2%
CMCSA vs SIMO
+515.6%
-505.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -1.0% |
| 7D | +0.1% | +14.6% | -14.5% | -0.7% |
| 30D | +3.8% | +6.2% | -2.4% | +3.2% |
| 3M | +12.3% | +3.6% | +8.8% | +11.0% |
| 6M | -15.4% | +130.8% | -146.2% | -23.7% |
| YTD | -2.5% | +195.8% | -198.3% | -15.2% |
| 1Y | -13.4% | +225.0% | -238.4% | -25.9% |
| 3Y | -30.4% | +452.3% | -482.7% | -45.5% |
| 5Y | -45.0% | +303.6% | -348.6% | -56.5% |
| 10Y | +10.2% | +528.8% | -518.6% | -24.8% |
| All | +10.2% | +515.6% | -505.5% | -24.8% |
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