+2,117.3%
CMCSA vs STT
+6,537.0%
-4,419.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.8% |
| 7D | +4.6% | +1.1% | +3.4% | +4.1% |
| 30D | +19.8% | -1.9% | +21.7% | +20.3% |
| 3M | -0.3% | -7.6% | +7.3% | +2.1% |
| 6M | +0.3% | +16.0% | -15.7% | -5.2% |
| YTD | -6.9% | +36.2% | -43.1% | -17.1% |
| 1Y | +2.6% | +46.8% | -44.2% | -11.0% |
| 3Y | -29.0% | +177.8% | -206.8% | -50.9% |
| 5Y | -42.0% | +105.8% | -147.8% | -57.1% |
| 10Y | +6.4% | +197.6% | -191.1% | -35.0% |
| All | +2,117.3% | +6,537.0% | -4,419.7% | +194.0% |
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 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