+2,222.8%
CMCSA vs SMTC
+69,284.5%
-67,061.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.0% | -10.6% | -1.7% |
| 7D | +0.1% | +22.9% | -22.8% | -2.2% |
| 30D | +3.8% | +16.6% | -12.8% | +1.5% |
| 3M | +12.3% | +2.4% | +9.9% | +10.2% |
| 6M | -15.4% | +98.3% | -113.7% | -23.7% |
| YTD | -2.5% | +120.7% | -123.2% | -13.5% |
| 1Y | -13.4% | +168.3% | -181.6% | -25.3% |
| 3Y | -30.4% | +571.7% | -602.1% | -49.8% |
| 5Y | -45.0% | +114.0% | -159.0% | -55.7% |
| 10Y | +10.2% | +497.0% | -486.8% | -23.5% |
| All | +2,222.8% | +69,284.5% | -67,061.8% | +1,022.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling