+2.5%
CMCSA vs SMTC
-9.9%
+12.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -1.4% |
| 7D | -0.6% | +30.5% | -31.1% | +2.8% |
| 30D | +18.8% | -30.9% | +49.6% | +15.5% |
| 3M | -1.1% | -14.7% | +13.6% | -1.6% |
| 6M | +2.5% | -9.6% | +12.1% | +3.6% |
| All | +2.5% | -9.9% | +12.4% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling