+262.1%
AVGO vs SAN
+258.9%
+3.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.1% | +2.6% | +6.3% |
| 7D | -0.9% | +8.7% | -9.6% | -4.2% |
| 30D | -11.6% | -6.5% | -5.1% | -9.3% |
| 3M | -25.2% | -14.2% | -11.0% | -20.6% |
| 6M | -25.4% | +2.7% | -28.2% | -27.0% |
| YTD | -7.2% | +8.9% | -16.0% | -12.1% |
| 1Y | -7.9% | +23.4% | -31.3% | -17.5% |
| 3Y | +262.1% | +257.9% | +4.2% | +124.9% |
| All | +262.1% | +258.9% | +3.2% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling