+215.6%
SMH vs CMCSA
-27.5%
+243.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.4% | -2.9% |
| 7D | +4.9% | +3.2% | +1.8% | +5.0% |
| 30D | -13.8% | +19.5% | -33.3% | -13.5% |
| 3M | -17.4% | -2.4% | -15.0% | -16.8% |
| 6M | -15.0% | +3.8% | -18.8% | -14.4% |
| YTD | +35.2% | -5.4% | +40.5% | +35.4% |
| 1Y | +41.6% | +1.1% | +40.5% | +39.6% |
| 3Y | +215.6% | -27.1% | +242.8% | +218.5% |
| All | +215.6% | -27.5% | +243.1% | +218.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling