+6.0%
CMCSA vs SPYM
+321.7%
-315.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.8% |
| 7D | -5.6% | -2.0% | -3.6% | -4.0% |
| 30D | -1.9% | -1.6% | -0.2% | -0.6% |
| 3M | +6.4% | +4.7% | +1.7% | +2.4% |
| 6M | -16.9% | +12.6% | -29.5% | -24.9% |
| YTD | -6.8% | +11.8% | -18.6% | -15.4% |
| 1Y | -15.9% | +17.5% | -33.4% | -27.0% |
| 3Y | -33.4% | +77.0% | -110.4% | -59.7% |
| 5Y | -46.7% | +82.6% | -129.3% | -68.9% |
| All | +6.0% | +321.7% | -315.8% | -69.8% |
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