+226.8%
SOXX vs CMCSA
-33.4%
+260.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.9% |
| 7D | +1.4% | -4.9% | +6.3% | +1.7% |
| 30D | -3.6% | -1.1% | -2.5% | -3.6% |
| 3M | -10.2% | +6.6% | -16.7% | -10.8% |
| 6M | +54.2% | -15.5% | +69.7% | +58.2% |
| YTD | +75.2% | -6.7% | +81.9% | +74.5% |
| 1Y | +107.5% | -15.6% | +123.1% | +113.2% |
| 3Y | +226.8% | -33.7% | +260.4% | +255.0% |
| All | +226.8% | -33.4% | +260.2% | +255.0% |
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 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