+343.4%
CMCSA vs STLA
+189.2%
+154.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.7% | -6.4% | +9.0% | +3.7% |
| 30D | +18.6% | -1.3% | +20.0% | +18.6% |
| 3M | -1.8% | -19.9% | +18.1% | +1.2% |
| 6M | -0.7% | -42.9% | +42.2% | +7.8% |
| YTD | -7.8% | -59.4% | +51.6% | +4.6% |
| 1Y | +0.7% | -56.8% | +57.6% | +12.9% |
| 3Y | -28.0% | -73.1% | +45.1% | -15.0% |
| 5Y | -42.1% | -70.1% | +28.0% | -34.0% |
| 10Y | +8.2% | +19.8% | -11.6% | +0.2% |
| All | +343.4% | +189.2% | +154.2% | +282.1% |
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