+8.2%
CMCSA vs STRL
+4,310.8%
-4,302.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +15.0% | -14.5% | -0.5% |
| 7D | +2.7% | -13.3% | +16.0% | +3.2% |
| 30D | +18.6% | -43.3% | +62.0% | +22.9% |
| 3M | -1.8% | -46.9% | +45.0% | +1.9% |
| 6M | -0.7% | -65.6% | +64.9% | +5.9% |
| YTD | -7.8% | -5.1% | -2.7% | -14.4% |
| 1Y | +0.7% | -23.1% | +23.8% | -4.4% |
| 3Y | -28.0% | +346.8% | -374.8% | -49.8% |
| 5Y | -42.1% | +907.2% | -949.3% | -66.0% |
| 10Y | +8.2% | +3,988.2% | -3,980.0% | -51.6% |
| All | +8.2% | +4,310.8% | -4,302.6% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling