+1,061.7%
SMH vs CMCSA
+223.7%
+838.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.4% | -3.7% |
| 7D | +4.9% | +3.2% | +1.8% | +3.4% |
| 30D | -13.8% | +19.5% | -33.3% | -21.4% |
| 3M | -17.4% | -2.4% | -15.0% | -17.7% |
| 6M | -15.0% | +3.8% | -18.8% | -18.9% |
| YTD | +35.2% | -5.4% | +40.5% | +31.8% |
| 1Y | +41.6% | +1.1% | +40.5% | +33.0% |
| 3Y | +215.6% | -27.1% | +242.8% | +237.7% |
| 5Y | +233.2% | -40.3% | +273.5% | +288.5% |
| 10Y | +1,458.7% | +6.0% | +1,452.7% | +1,212.3% |
| All | +1,061.7% | +223.7% | +838.0% | +334.0% |
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