+10,374.7%
STX vs CMCSA
+445.0%
+9,929.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.1% | +8.9% | +9.5% |
| 7D | -1.0% | +0.7% | -1.6% | -1.2% |
| 30D | -26.8% | +21.0% | -47.7% | -33.4% |
| 3M | -32.7% | -0.9% | -31.8% | -33.6% |
| 6M | -33.7% | +2.9% | -36.6% | -36.9% |
| YTD | +101.0% | -5.9% | +106.9% | +95.1% |
| 1Y | +92.7% | +2.5% | +90.2% | +78.5% |
| 3Y | +708.7% | -28.3% | +737.0% | +766.7% |
| 5Y | +504.0% | -40.8% | +544.8% | +602.6% |
| 10Y | +2,108.4% | +5.4% | +2,103.0% | +1,700.7% |
| All | +10,374.7% | +445.0% | +9,929.6% | +3,501.3% |
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