-30.3%
CMCSA vs SN
+490.7%
-521.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.1% | -9.3% | +7.2% | -1.5% |
| 30D | +7.0% | -4.8% | +11.8% | +7.3% |
| 3M | +15.1% | +40.4% | -25.3% | +12.6% |
| 6M | -15.4% | +50.9% | -66.3% | -17.7% |
| YTD | -1.9% | +54.9% | -56.8% | -4.9% |
| 1Y | -12.7% | +43.0% | -55.7% | -15.1% |
| 3Y | -31.0% | +391.8% | -422.8% | -38.3% |
| All | -30.3% | +490.7% | -521.0% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling