+2,007.0%
CMCSA vs SM
+1,608.3%
+398.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +7.0% | +26.3% | -19.3% | +4.2% |
| 3M | +15.1% | +8.7% | +6.4% | +13.5% |
| 6M | -15.4% | +51.7% | -67.0% | -20.0% |
| YTD | -1.9% | +99.0% | -100.9% | -10.2% |
| 1Y | -12.7% | +34.6% | -47.3% | -16.9% |
| 3Y | -31.0% | -7.8% | -23.3% | -32.8% |
| 5Y | -46.1% | +104.8% | -150.9% | -53.5% |
| 10Y | +10.8% | +7.2% | +3.6% | -20.5% |
| All | +2,007.0% | +1,608.3% | +398.6% | +836.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling