+2,550.6%
SOXX vs CMCSA
+225.1%
+2,325.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.4% | -4.9% | +6.3% | +3.7% |
| 30D | -3.6% | -1.1% | -2.5% | -3.6% |
| 3M | -10.2% | +6.6% | -16.7% | -14.7% |
| 6M | +54.2% | -15.5% | +69.7% | +61.8% |
| YTD | +75.2% | -6.7% | +81.9% | +73.3% |
| 1Y | +107.5% | -15.6% | +123.1% | +114.7% |
| 3Y | +226.8% | -33.7% | +260.4% | +273.0% |
| 5Y | +251.2% | -46.6% | +297.9% | +342.6% |
| 10Y | +1,567.6% | +7.1% | +1,560.5% | +1,297.4% |
| All | +2,550.6% | +225.1% | +2,325.5% | +918.3% |
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