-7.9%
CMCSA vs SOLS
+20.3%
-28.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.0% | -4.6% | -6.6% |
| 7D | -8.3% | +3.7% | -12.0% | -8.2% |
| 30D | -2.4% | +5.0% | -7.4% | -2.4% |
| 3M | +4.5% | -21.1% | +25.6% | +4.5% |
| 6M | -18.8% | -14.2% | -4.6% | -18.6% |
| YTD | -8.9% | +30.6% | -39.6% | -10.4% |
| All | -7.9% | +20.3% | -28.3% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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