+4.7%
CMCSA vs SPYM
+309.8%
-305.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +3.2% | +2.6% | +0.6% | +1.1% |
| 30D | +19.5% | -2.0% | +21.5% | +21.0% |
| 3M | -2.4% | -2.8% | +0.4% | -0.7% |
| 6M | +3.8% | +2.2% | +1.7% | +1.4% |
| YTD | -5.4% | +11.5% | -16.9% | -14.4% |
| 1Y | +1.1% | +13.5% | -12.4% | -9.9% |
| 3Y | -27.1% | +78.0% | -105.2% | -56.4% |
| 5Y | -40.3% | +73.1% | -113.4% | -63.7% |
| All | +4.7% | +309.8% | -305.1% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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