+514.1%
CMCSA vs SPXS
-100.0%
+614.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.2% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | +7.0% | +0.8% | +6.2% | +7.4% |
| 3M | +15.1% | -4.7% | +19.8% | +14.0% |
| 6M | -15.4% | -29.6% | +14.3% | -23.2% |
| YTD | -1.9% | -29.8% | +27.9% | -10.9% |
| 1Y | -12.7% | -38.9% | +26.2% | -23.7% |
| 3Y | -31.0% | -79.6% | +48.6% | -53.8% |
| 5Y | -46.1% | -85.9% | +39.8% | -63.4% |
| 10Y | +10.8% | -99.5% | +110.4% | -66.4% |
| All | +514.1% | -100.0% | +614.1% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling