+22.5%
CMCSA vs SPMO
+575.8%
-553.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +0.1% | +3.4% | -3.3% | -1.5% |
| 30D | +3.8% | +0.5% | +3.3% | +3.4% |
| 3M | +12.3% | +1.9% | +10.4% | +9.7% |
| 6M | -15.4% | +27.8% | -43.2% | -27.7% |
| YTD | -2.5% | +26.7% | -29.1% | -16.4% |
| 1Y | -13.4% | +28.9% | -42.3% | -26.7% |
| 3Y | -30.4% | +160.7% | -191.0% | -62.6% |
| 5Y | -45.0% | +150.2% | -195.2% | -69.9% |
| 10Y | +10.2% | +517.5% | -507.3% | -59.0% |
| All | +22.5% | +575.8% | -553.3% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling