-3.5%
CMCSA vs SNAP
-77.4%
+73.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +0.1% | +1.5% | -1.4% | 0.0% |
| 30D | +3.8% | +1.9% | +1.9% | +3.6% |
| 3M | +12.3% | -3.9% | +16.2% | +12.3% |
| 6M | -15.4% | +5.2% | -20.6% | -16.3% |
| YTD | -2.5% | -32.7% | +30.2% | -0.5% |
| 1Y | -13.4% | -24.8% | +11.4% | -12.6% |
| 3Y | -30.4% | -42.2% | +11.8% | -30.5% |
| 5Y | -45.0% | -92.7% | +47.7% | -39.7% |
| All | -3.5% | -77.4% | +73.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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