-18.3%
CMCSA vs SNPS
-35.6%
+17.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.3% | -6.9% | -6.6% |
| 7D | -8.3% | -5.5% | -2.8% | -8.5% |
| 30D | -2.4% | -4.5% | +2.1% | -2.6% |
| 3M | +4.5% | -15.5% | +20.0% | +3.8% |
| 6M | -18.8% | -10.1% | -8.7% | -19.3% |
| YTD | -8.9% | -16.3% | +7.4% | -9.6% |
| 1Y | -18.3% | -34.9% | +16.6% | -18.9% |
| All | -18.3% | -35.6% | +17.3% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling