-48.2%
CMCSA vs SMTC
+116.8%
-164.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.8% | -7.4% | -6.6% |
| 7D | -8.3% | +22.5% | -30.8% | -9.1% |
| 30D | -2.4% | +24.9% | -27.3% | -3.6% |
| 3M | +4.5% | +4.1% | +0.4% | +3.8% |
| 6M | -18.8% | +92.6% | -111.3% | -22.8% |
| YTD | -8.9% | +122.5% | -131.4% | -14.5% |
| 1Y | -18.3% | +166.2% | -184.5% | -24.6% |
| 3Y | -35.0% | +577.2% | -612.1% | -49.5% |
| 5Y | -48.2% | +119.0% | -167.1% | -55.2% |
| All | -48.2% | +116.8% | -164.9% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling