+2.5%
CMCSA vs SIMO
+97.3%
-94.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.7% | -7.6% | +2.0% |
| 7D | +0.7% | +0.9% | -0.2% | +0.9% |
| 30D | +21.0% | -25.4% | +46.4% | +18.3% |
| 3M | -0.9% | -17.8% | +16.8% | -1.6% |
| 6M | +2.9% | -29.6% | +32.5% | +2.0% |
| YTD | -5.9% | +100.3% | -106.2% | +2.6% |
| 1Y | +2.5% | +100.4% | -97.9% | +12.8% |
| All | +2.5% | +97.3% | -94.9% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling