+348.6%
CMCSA vs STLA
+152.6%
+196.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | +0.1% |
| 7D | -0.6% | -13.1% | +12.5% | +1.6% |
| 30D | +18.8% | -13.3% | +32.0% | +21.1% |
| 3M | -1.1% | -27.9% | +26.7% | +3.6% |
| 6M | +2.5% | -47.8% | +50.4% | +12.8% |
| YTD | -6.7% | -64.6% | +57.8% | +8.0% |
| 1Y | 0.0% | -64.0% | +64.0% | +15.3% |
| 3Y | -28.9% | -76.8% | +47.9% | -14.1% |
| 5Y | -41.1% | -74.2% | +33.0% | -31.4% |
| 10Y | +4.5% | -5.4% | +9.9% | -0.1% |
| All | +348.6% | +152.6% | +196.1% | +294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling