+317.8%
CMCSA vs SIMO
+3,332.4%
-3,014.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -1.5% |
| 7D | -2.1% | +4.2% | -6.3% | -2.6% |
| 30D | +7.0% | +4.1% | +2.9% | +6.2% |
| 3M | +15.1% | -12.9% | +28.0% | +14.8% |
| 6M | -15.4% | +110.3% | -125.7% | -25.2% |
| YTD | -1.9% | +178.6% | -180.5% | -16.8% |
| 1Y | -12.7% | +220.0% | -232.7% | -27.6% |
| 3Y | -31.0% | +409.0% | -440.0% | -47.0% |
| 5Y | -46.1% | +277.3% | -323.4% | -58.2% |
| 10Y | +10.8% | +506.6% | -495.8% | -22.8% |
| All | +317.8% | +3,332.4% | -3,014.6% | +80.3% |
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