+10.2%
CMCSA vs STRL
+7,463.3%
-7,453.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -0.9% |
| 7D | +0.1% | +10.1% | -10.0% | -0.7% |
| 30D | +3.8% | -8.2% | +12.0% | +4.4% |
| 3M | +12.3% | -43.7% | +56.0% | +17.0% |
| 6M | -15.4% | +27.1% | -42.5% | -21.2% |
| YTD | -2.5% | +64.0% | -66.5% | -12.3% |
| 1Y | -13.4% | +75.2% | -88.5% | -23.6% |
| 3Y | -30.4% | +539.9% | -570.3% | -51.6% |
| 5Y | -45.0% | +2,133.0% | -2,178.0% | -69.8% |
| 10Y | +10.2% | +7,178.3% | -7,168.1% | -52.1% |
| All | +10.2% | +7,463.3% | -7,453.1% | -52.1% |
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