+2,236.9%
CMCSA vs STT
+7,372.9%
-5,136.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | +7.0% | +3.9% | +3.2% | +5.6% |
| 3M | +15.1% | +20.0% | -4.9% | +7.8% |
| 6M | -15.4% | +55.3% | -70.7% | -27.5% |
| YTD | -1.9% | +53.3% | -55.2% | -15.9% |
| 1Y | -12.7% | +74.7% | -87.4% | -28.5% |
| 3Y | -31.0% | +205.8% | -236.8% | -53.8% |
| 5Y | -46.1% | +145.0% | -191.1% | -62.4% |
| 10Y | +10.8% | +266.0% | -255.2% | -36.7% |
| All | +2,236.9% | +7,372.9% | -5,136.1% | +198.4% |
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