+1,355.7%
CMCSA vs STLD
+8,525.3%
-7,169.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -0.6% | +6.9% | -7.5% | -2.0% |
| 30D | +18.8% | -1.5% | +20.2% | +18.9% |
| 3M | -1.1% | -9.7% | +8.6% | +0.5% |
| 6M | +2.5% | +2.3% | +0.2% | +0.9% |
| YTD | -6.7% | +41.0% | -47.7% | -15.0% |
| 1Y | 0.0% | +51.8% | -51.9% | -10.5% |
| 3Y | -28.9% | +126.4% | -155.3% | -42.9% |
| 5Y | -41.1% | +285.7% | -326.8% | -59.4% |
| 10Y | +4.5% | +792.7% | -788.2% | -44.3% |
| All | +1,355.7% | +8,525.3% | -7,169.6% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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