+1,817.6%
SMH vs CMCSA
+7.4%
+1,810.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +0.3% | -4.9% | +5.1% | +2.1% |
| 30D | -2.8% | -1.1% | -1.7% | -2.8% |
| 3M | -6.7% | +6.6% | -13.3% | -10.4% |
| 6M | +41.8% | -15.5% | +57.2% | +48.3% |
| YTD | +57.9% | -6.7% | +64.5% | +56.6% |
| 1Y | +87.6% | -15.6% | +103.2% | +94.3% |
| 3Y | +282.9% | -33.7% | +316.6% | +333.8% |
| 5Y | +330.4% | -46.6% | +377.0% | +434.0% |
| All | +1,817.6% | +7.4% | +1,810.2% | +1,596.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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