+6.1%
CMCSA vs SMTC
+548.2%
-542.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.4% |
| 7D | -4.9% | +13.1% | -18.0% | -6.2% |
| 30D | -1.1% | +19.5% | -20.5% | -3.5% |
| 3M | +6.6% | +2.2% | +4.3% | +4.8% |
| 6M | -15.5% | +94.9% | -110.3% | -24.4% |
| YTD | -6.7% | +127.0% | -133.6% | -18.6% |
| 1Y | -15.6% | +174.6% | -190.2% | -29.0% |
| 3Y | -33.7% | +615.9% | -649.6% | -58.3% |
| 5Y | -46.6% | +125.6% | -172.2% | -58.1% |
| All | +6.1% | +548.2% | -542.1% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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