+487.4%
STX vs CMCSA
-41.7%
+529.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.5% | +9.3% | +9.7% |
| 7D | -14.8% | +2.7% | -17.4% | -15.2% |
| 30D | -35.4% | +18.6% | -54.0% | -37.6% |
| 3M | -37.7% | -1.8% | -35.8% | -37.6% |
| 6M | -35.2% | -0.7% | -34.6% | -35.6% |
| YTD | +84.4% | -7.8% | +92.2% | +83.6% |
| 1Y | +82.3% | +0.7% | +81.5% | +74.3% |
| 3Y | +646.2% | -28.0% | +674.2% | +702.6% |
| 5Y | +487.4% | -42.1% | +529.5% | +515.0% |
| All | +487.4% | -41.7% | +529.1% | +515.0% |
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 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