+10.5%
CMCSA vs SUI
+108.4%
-97.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.1% | -2.8% | +0.7% | -1.2% |
| 30D | +7.0% | -1.2% | +8.2% | +7.4% |
| 3M | +15.1% | -1.7% | +16.8% | +15.8% |
| 6M | -15.4% | -10.5% | -4.9% | -12.3% |
| YTD | -1.9% | -1.8% | -0.1% | -1.5% |
| 1Y | -12.7% | -4.1% | -8.6% | -11.8% |
| 3Y | -31.0% | +11.3% | -42.3% | -34.6% |
| 5Y | -46.1% | -32.1% | -14.0% | -40.4% |
| All | +10.5% | +108.4% | -97.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling