-15.6%
CMCSA vs SMTC
+169.6%
-185.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | +0.4% |
| 7D | -4.9% | +13.1% | -18.0% | -4.3% |
| 30D | -1.1% | +19.5% | -20.5% | 0.0% |
| 3M | +6.6% | +2.2% | +4.3% | +8.1% |
| 6M | -15.5% | +94.9% | -110.3% | -13.7% |
| YTD | -6.7% | +127.0% | -133.6% | -3.9% |
| 1Y | -15.6% | +174.6% | -190.2% | -12.4% |
| All | -15.6% | +169.6% | -185.2% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling