+290.7%
CMCSA vs SIMO
+2,080.4%
-1,789.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -2.6% |
| 7D | +5.0% | -22.0% | +27.0% | +7.2% |
| 30D | +16.5% | -43.0% | +59.5% | +22.1% |
| 3M | -1.6% | -39.1% | +37.5% | +1.7% |
| 6M | -5.0% | -33.3% | +28.2% | -4.5% |
| YTD | -8.3% | +77.0% | -85.2% | -19.7% |
| 1Y | +0.4% | +73.0% | -72.6% | -12.0% |
| 3Y | -31.0% | +215.7% | -246.7% | -45.1% |
| 5Y | -42.5% | +155.6% | -198.2% | -54.4% |
| 10Y | +12.6% | +388.4% | -375.8% | -21.2% |
| All | +290.7% | +2,080.4% | -1,789.8% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling