-18.3%
CMCSA vs STT
+76.7%
-95.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -8.3% | +1.0% | -9.3% | -8.3% |
| 30D | -2.4% | +2.8% | -5.2% | -2.6% |
| 3M | +4.5% | +18.1% | -13.6% | +2.6% |
| 6M | -18.8% | +59.2% | -78.0% | -23.5% |
| YTD | -8.9% | +51.5% | -60.4% | -13.9% |
| 1Y | -18.3% | +75.7% | -94.0% | -25.0% |
| All | -18.3% | +76.7% | -95.0% | -25.0% |
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