-30.7%
CMCSA vs SMTC
+560.5%
-591.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.0% | -10.6% | -0.7% |
| 7D | +0.1% | +22.9% | -22.8% | -0.1% |
| 30D | +3.8% | +16.6% | -12.8% | +3.5% |
| 3M | +12.3% | +2.4% | +9.9% | +12.3% |
| 6M | -15.4% | +98.3% | -113.7% | -17.4% |
| YTD | -2.5% | +120.7% | -123.2% | -5.2% |
| 1Y | -13.4% | +168.3% | -181.6% | -16.6% |
| All | -30.7% | +560.5% | -591.2% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling