-29.6%
CMCSA vs STLA
-64.4%
+34.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -2.1% | +2.6% | -4.7% | -2.5% |
| 30D | +7.0% | -1.2% | +8.3% | +7.1% |
| 3M | +15.1% | -24.8% | +39.9% | +19.3% |
| 6M | -15.4% | -25.6% | +10.2% | -12.3% |
| YTD | -1.9% | -48.9% | +47.0% | +6.7% |
| 1Y | -12.7% | -38.8% | +26.1% | -8.4% |
| All | -29.6% | -64.4% | +34.8% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling