+1.8%
CMCSA vs SMR
-87.0%
+88.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.5% | +9.5% | +4.9% |
| 7D | +15.2% | -9.5% | +24.7% | +15.1% |
| 30D | +17.0% | -33.2% | +50.2% | +16.6% |
| 3M | +1.2% | -45.9% | +47.2% | +0.8% |
| 6M | -5.5% | -57.9% | +52.4% | -5.3% |
| YTD | -6.5% | -63.8% | +57.3% | -7.1% |
| 1Y | +1.8% | -85.6% | +87.4% | +5.3% |
| All | +1.8% | -87.0% | +88.8% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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