+1.8%
CMCSA vs SPXS
-30.2%
+32.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.9% | +9.9% | +5.0% |
| 7D | +15.2% | +2.2% | +13.0% | +15.1% |
| 30D | +17.0% | +3.8% | +13.2% | +17.0% |
| 3M | +1.2% | +3.3% | -2.1% | +1.2% |
| 6M | -5.5% | -16.7% | +11.2% | -5.5% |
| YTD | -6.5% | -28.5% | +22.0% | -7.0% |
| 1Y | +1.8% | -30.4% | +32.2% | +1.6% |
| All | +1.8% | -30.2% | +32.0% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling