-18.3%
CMCSA vs SM
+46.0%
-64.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -6.6% |
| 7D | -8.3% | -0.2% | -8.1% | -8.3% |
| 30D | -2.4% | +20.3% | -22.7% | -2.5% |
| 3M | +4.5% | +22.9% | -18.4% | +4.2% |
| 6M | -18.8% | +47.8% | -66.6% | -20.0% |
| YTD | -8.9% | +107.5% | -116.4% | -12.9% |
| 1Y | -18.3% | +51.7% | -70.0% | -19.4% |
| All | -18.3% | +46.0% | -64.3% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling