+3.2%
CMCSA vs SMTC
+351.6%
-348.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.5% |
| 7D | -0.6% | +30.5% | -31.1% | -3.2% |
| 30D | +18.8% | -30.9% | +49.6% | +21.9% |
| 3M | -1.1% | -14.7% | +13.6% | -1.7% |
| 6M | +2.5% | -9.6% | +12.1% | -0.4% |
| YTD | -6.7% | +62.1% | -68.8% | -17.1% |
| 1Y | 0.0% | +66.6% | -66.6% | -11.8% |
| 3Y | -28.9% | +718.1% | -747.0% | -58.2% |
| 5Y | -41.1% | +32.8% | -73.9% | -50.3% |
| All | +3.2% | +351.6% | -348.3% | -36.9% |
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