-29.6%
CMCSA vs SNAP
-42.1%
+12.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.3% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | +7.0% | +2.6% | +4.4% | +6.7% |
| 3M | +15.1% | -9.9% | +25.0% | +15.4% |
| 6M | -15.4% | +1.9% | -17.2% | -16.0% |
| YTD | -1.9% | -32.2% | +30.3% | +0.1% |
| 1Y | -12.7% | -22.8% | +10.1% | -12.2% |
| All | -29.6% | -42.1% | +12.5% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling