+718.9%
AVGO vs SAN
+381.9%
+336.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.2% |
| 7D | -0.3% | +3.3% | -3.6% | -1.6% |
| 30D | -13.8% | +1.1% | -14.9% | -14.3% |
| 3M | -6.9% | +22.2% | -29.1% | -14.2% |
| 6M | +11.9% | +36.0% | -24.1% | -1.4% |
| YTD | +6.9% | +28.2% | -21.4% | -4.1% |
| 1Y | +7.4% | +54.1% | -46.7% | -10.3% |
| 3Y | +345.6% | +354.2% | -8.7% | +149.6% |
| 5Y | +718.9% | +387.3% | +331.6% | +319.3% |
| All | +718.9% | +381.9% | +336.9% | +319.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling