-27.1%
CMCSA vs SN
+440.0%
-467.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.4% | +1.2% |
| 7D | +3.2% | +1.5% | +1.6% | +3.0% |
| 30D | +19.5% | +21.5% | -2.0% | +17.8% |
| 3M | -2.4% | +20.0% | -22.4% | -3.8% |
| 6M | +3.8% | +119.9% | -116.1% | -1.7% |
| YTD | -5.4% | +102.3% | -107.7% | -10.3% |
| 1Y | +1.1% | +148.0% | -146.9% | -5.7% |
| 3Y | -27.1% | +450.0% | -477.1% | -35.1% |
| All | -27.1% | +440.0% | -467.1% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling