-12.7%
CMCSA vs STT
+75.3%
-88.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | +7.0% | +3.9% | +3.2% | +6.8% |
| 3M | +15.1% | +20.0% | -4.9% | +12.9% |
| 6M | -15.4% | +55.3% | -70.7% | -19.8% |
| YTD | -1.9% | +53.3% | -55.2% | -7.2% |
| 1Y | -12.7% | +74.7% | -87.4% | -19.3% |
| All | -12.7% | +75.3% | -88.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling