+1.1%
CMCSA vs SNAP
-41.2%
+42.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +3.2% | +6.0% | -2.9% | +2.9% |
| 30D | +19.5% | -13.8% | +33.3% | +20.0% |
| 3M | -2.4% | -0.8% | -1.6% | -2.6% |
| 6M | +3.8% | -6.2% | +10.1% | +3.0% |
| YTD | -5.4% | -34.8% | +29.4% | -7.6% |
| 1Y | +1.1% | -38.7% | +39.8% | -1.3% |
| All | +1.1% | -41.2% | +42.3% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling