+6.1%
CMCSA vs SNPS
+585.4%
-579.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -4.9% | +0.9% | -5.8% | -5.0% |
| 30D | -1.1% | -3.6% | +2.6% | -0.8% |
| 3M | +6.6% | -12.9% | +19.5% | +8.8% |
| 6M | -15.5% | -8.2% | -7.2% | -15.6% |
| YTD | -6.7% | -15.4% | +8.7% | -5.6% |
| 1Y | -15.6% | -9.3% | -6.3% | -16.7% |
| 3Y | -33.7% | -14.0% | -19.7% | -39.5% |
| 5Y | -46.6% | +19.5% | -66.1% | -58.3% |
| All | +6.1% | +585.4% | -579.3% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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