-34.5%
CMCSA vs SN
+681.9%
-716.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | +0.3% |
| 7D | +2.7% | +7.6% | -5.0% | +2.2% |
| 30D | +18.6% | +24.1% | -5.4% | +16.9% |
| 3M | -1.8% | +23.7% | -25.6% | -3.3% |
| 6M | -0.7% | +105.5% | -106.2% | -5.2% |
| YTD | -7.8% | +105.1% | -112.9% | -12.3% |
| 1Y | +0.7% | +148.3% | -147.5% | -5.6% |
| 3Y | -28.0% | +438.7% | -466.6% | -36.5% |
| All | -34.5% | +681.9% | -716.4% | -42.4% |
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