+2,390.0%
CMCSA vs SNPS
+5,427.6%
-3,037.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +0.6% |
| 7D | -2.1% | -11.0% | +8.9% | +0.3% |
| 30D | +7.0% | -1.7% | +8.8% | +6.9% |
| 3M | +15.1% | -20.4% | +35.4% | +19.9% |
| 6M | -15.4% | -8.6% | -6.7% | -15.2% |
| YTD | -1.9% | -16.2% | +14.3% | -0.4% |
| 1Y | -12.7% | -34.6% | +21.9% | -9.2% |
| 3Y | -31.0% | -14.5% | -16.5% | -34.7% |
| 5Y | -46.1% | +17.0% | -63.1% | -53.6% |
| 10Y | +10.8% | +560.0% | -549.2% | -37.1% |
| All | +2,390.0% | +5,427.6% | -3,037.6% | +768.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling