-42.1%
CMCSA vs SNAP
-90.7%
+48.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.3% | -2.1% |
| 7D | +5.0% | -7.1% | +12.2% | +5.5% |
| 30D | +16.5% | -14.6% | +31.1% | +17.5% |
| 3M | -1.6% | -5.0% | +3.4% | -1.6% |
| 6M | -5.0% | -18.8% | +13.8% | -4.3% |
| YTD | -8.3% | -38.5% | +30.3% | -6.2% |
| 1Y | +0.4% | -38.1% | +38.5% | +2.5% |
| 3Y | -31.0% | -53.8% | +22.8% | -30.2% |
| All | -42.1% | -90.7% | +48.6% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling