+6.1%
CMCSA vs SPMO
+517.6%
-511.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -4.9% | -0.9% | -3.9% | -4.5% |
| 30D | -1.1% | -1.9% | +0.9% | -0.3% |
| 3M | +6.6% | -1.4% | +7.9% | +5.8% |
| 6M | -15.5% | +25.5% | -41.0% | -27.4% |
| YTD | -6.7% | +24.8% | -31.5% | -19.8% |
| 1Y | -15.6% | +24.5% | -40.1% | -27.6% |
| 3Y | -33.7% | +157.1% | -190.8% | -64.9% |
| 5Y | -46.6% | +149.5% | -196.1% | -71.4% |
| All | +6.1% | +517.6% | -511.5% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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