+4.6%
CMCSA vs STLA
+46.8%
-42.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.8% | -6.2% |
| 7D | -8.3% | +0.4% | -8.7% | -8.4% |
| 30D | -2.4% | -5.2% | +2.8% | -1.5% |
| 3M | +4.5% | -24.9% | +29.4% | +10.5% |
| 6M | -18.8% | -25.2% | +6.4% | -14.5% |
| YTD | -8.9% | -51.4% | +42.5% | +4.1% |
| 1Y | -18.3% | -40.7% | +22.4% | -11.5% |
| 3Y | -35.0% | -66.3% | +31.3% | -22.5% |
| 5Y | -48.2% | -63.2% | +15.1% | -41.2% |
| 10Y | +4.6% | +48.7% | -44.2% | -5.8% |
| All | +4.6% | +46.8% | -42.2% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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