-29.6%
CMCSA vs SIMO
+432.2%
-461.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -0.4% |
| 7D | -2.1% | +4.2% | -6.3% | -2.0% |
| 30D | +7.0% | +4.1% | +2.9% | +7.2% |
| 3M | +15.1% | -12.9% | +28.0% | +15.4% |
| 6M | -15.4% | +110.3% | -125.7% | -17.0% |
| YTD | -1.9% | +178.6% | -180.5% | -6.4% |
| 1Y | -12.7% | +220.0% | -232.7% | -18.3% |
| All | -29.6% | +432.2% | -461.8% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling