-42.1%
CMCSA vs SIMO
+154.7%
-196.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -2.1% |
| 7D | +5.0% | -22.0% | +27.0% | +4.5% |
| 30D | +16.5% | -43.0% | +59.5% | +15.5% |
| 3M | -1.6% | -39.1% | +37.5% | -2.3% |
| 6M | -5.0% | -33.3% | +28.2% | -5.8% |
| YTD | -8.3% | +77.0% | -85.2% | -12.6% |
| 1Y | +0.4% | +73.0% | -72.6% | -4.3% |
| 3Y | -31.0% | +215.7% | -246.7% | -37.6% |
| All | -42.1% | +154.7% | -196.8% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling