-30.7%
CMCSA vs SN
+496.6%
-527.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +3.8% | -5.6% | +9.4% | +4.2% |
| 3M | +12.3% | +48.1% | -35.7% | +9.5% |
| 6M | -15.4% | +57.6% | -73.0% | -17.9% |
| YTD | -2.5% | +56.5% | -59.0% | -5.6% |
| 1Y | -13.4% | +52.6% | -65.9% | -16.1% |
| 3Y | -30.4% | +412.0% | -442.3% | -37.8% |
| All | -30.7% | +496.6% | -527.4% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling