+247.9%
SOXX vs CMCSA
-47.2%
+295.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.4% | -4.9% | +6.3% | +2.6% |
| 30D | -3.6% | -1.1% | -2.5% | -3.6% |
| 3M | -10.2% | +6.6% | -16.7% | -12.7% |
| 6M | +54.2% | -15.5% | +69.7% | +60.4% |
| YTD | +75.2% | -6.7% | +81.9% | +73.9% |
| 1Y | +107.5% | -15.6% | +123.1% | +114.6% |
| 3Y | +226.8% | -33.7% | +260.4% | +268.5% |
| All | +247.9% | -47.2% | +295.1% | +282.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling