-30.4%
CMCSA vs SM
-2.8%
-27.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +3.8% | +31.5% | -27.7% | +0.7% |
| 3M | +12.3% | +17.3% | -5.0% | +9.9% |
| 6M | -15.4% | +48.5% | -63.9% | -20.4% |
| YTD | -2.5% | +106.3% | -108.7% | -13.0% |
| 1Y | -13.4% | +47.3% | -60.7% | -18.8% |
| 3Y | -30.4% | -1.4% | -28.9% | -34.6% |
| All | -30.4% | -2.8% | -27.6% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling