-18.3%
CMCSA vs SIMO
+234.0%
-252.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.1% | -8.7% | -6.4% |
| 7D | -8.3% | +14.5% | -22.8% | -7.1% |
| 30D | -2.4% | +20.4% | -22.8% | -0.6% |
| 3M | +4.5% | +7.1% | -2.6% | +6.4% |
| 6M | -18.8% | +129.2% | -148.0% | -12.8% |
| YTD | -8.9% | +201.9% | -210.9% | -1.4% |
| 1Y | -18.3% | +235.5% | -253.8% | -10.1% |
| All | -18.3% | +234.0% | -252.3% | -10.1% |
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