+1,431.1%
CMCSA vs STLD
+8,684.3%
-7,253.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -2.1% | +3.1% | -5.3% | -2.8% |
| 30D | +7.0% | -9.0% | +16.0% | +9.0% |
| 3M | +15.1% | -12.4% | +27.5% | +17.8% |
| 6M | -15.4% | +25.5% | -40.9% | -20.3% |
| YTD | -1.9% | +43.6% | -45.5% | -10.6% |
| 1Y | -12.7% | +87.2% | -99.9% | -25.2% |
| 3Y | -31.0% | +135.2% | -166.2% | -44.9% |
| 5Y | -46.1% | +290.9% | -337.0% | -62.9% |
| 10Y | +10.8% | +1,113.5% | -1,102.6% | -44.7% |
| All | +1,431.1% | +8,684.3% | -7,253.2% | +280.1% |
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