+1,253.2%
SMH vs CMCSA
+235.5%
+1,017.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.9% |
| 7D | +2.5% | -2.1% | +4.6% | +3.5% |
| 30D | -0.5% | +7.0% | -7.5% | -3.9% |
| 3M | -9.6% | +15.1% | -24.7% | -16.8% |
| 6M | +42.1% | -15.4% | +57.4% | +49.1% |
| YTD | +57.4% | -1.9% | +59.3% | +52.9% |
| 1Y | +96.2% | -12.7% | +108.9% | +100.3% |
| 3Y | +267.9% | -31.0% | +298.9% | +309.5% |
| 5Y | +327.7% | -46.1% | +373.8% | +430.2% |
| 10Y | +1,764.6% | +10.8% | +1,753.8% | +1,455.4% |
| All | +1,253.2% | +235.5% | +1,017.7% | +403.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling