+6.0%
CMCSA vs SM
+23.2%
-17.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.3% |
| 7D | -5.6% | +2.1% | -7.7% | -5.7% |
| 30D | -1.9% | +18.1% | -20.0% | -3.2% |
| 3M | +6.4% | +17.0% | -10.5% | +4.8% |
| 6M | -16.9% | +55.4% | -72.4% | -20.3% |
| YTD | -6.8% | +108.6% | -115.3% | -12.9% |
| 1Y | -15.9% | +45.7% | -61.6% | -19.3% |
| 3Y | -33.4% | -0.3% | -33.1% | -35.1% |
| 5Y | -46.7% | +113.0% | -159.7% | -51.8% |
| All | +6.0% | +23.2% | -17.3% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling