-46.7%
CMCSA vs SPMO
+145.0%
-191.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.9% |
| 7D | -5.6% | +0.1% | -5.6% | -5.6% |
| 30D | -1.9% | -0.7% | -1.2% | -1.8% |
| 3M | +6.4% | +2.8% | +3.6% | +4.2% |
| 6M | -16.9% | +24.4% | -41.4% | -25.6% |
| YTD | -6.8% | +24.2% | -31.0% | -16.6% |
| 1Y | -15.9% | +24.5% | -40.4% | -25.0% |
| 3Y | -33.4% | +155.6% | -189.0% | -62.0% |
| 5Y | -46.7% | +148.2% | -194.9% | -70.2% |
| All | -46.7% | +145.0% | -191.7% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling