+16,011.1%
STX vs CMCSA
+468.2%
+15,542.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.6% |
| 7D | +2.4% | -2.1% | +4.5% | +3.3% |
| 30D | +1.4% | +7.0% | -5.6% | -2.1% |
| 3M | -8.2% | +15.1% | -23.3% | -15.8% |
| 6M | +127.0% | -15.4% | +142.4% | +137.4% |
| YTD | +209.1% | -1.9% | +211.0% | +198.3% |
| 1Y | +365.4% | -12.7% | +378.1% | +370.5% |
| 3Y | +1,135.4% | -31.0% | +1,166.4% | +1,269.5% |
| 5Y | +991.5% | -46.1% | +1,037.6% | +1,247.5% |
| 10Y | +3,695.8% | +10.8% | +3,685.0% | +2,963.1% |
| All | +16,011.1% | +468.2% | +15,542.9% | +5,407.8% |
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