+2,085.1%
CMCSA vs STT
+6,268.9%
-4,183.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +5.0% | -2.5% | +7.5% | +5.9% |
| 30D | +16.5% | -5.0% | +21.4% | +18.3% |
| 3M | -1.6% | -10.5% | +8.9% | +1.8% |
| 6M | -5.0% | +10.0% | -15.1% | -8.7% |
| YTD | -8.3% | +30.7% | -39.0% | -17.2% |
| 1Y | +0.4% | +43.8% | -43.4% | -12.3% |
| 3Y | -31.0% | +168.1% | -199.1% | -51.7% |
| 5Y | -42.5% | +101.4% | -143.9% | -57.2% |
| 10Y | +12.6% | +211.3% | -198.7% | -32.3% |
| All | +2,085.1% | +6,268.9% | -4,183.8% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling