+1,030.9%
CMCSA vs SUI
+4,037.5%
-3,006.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.1% | -2.8% | +0.7% | -1.0% |
| 30D | +7.0% | -1.2% | +8.2% | +7.5% |
| 3M | +15.1% | -1.7% | +16.8% | +15.9% |
| 6M | -15.4% | -10.5% | -4.9% | -11.8% |
| YTD | -1.9% | -1.8% | -0.1% | -1.5% |
| 1Y | -12.7% | -4.1% | -8.6% | -11.7% |
| 3Y | -31.0% | +11.3% | -42.3% | -35.3% |
| 5Y | -46.1% | -32.1% | -14.0% | -40.1% |
| 10Y | +10.8% | +110.4% | -99.6% | -24.6% |
| All | +1,030.9% | +4,037.5% | -3,006.6% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling