+29,187.3%
AVGO vs SAN
+120.9%
+29,066.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.6% |
| 7D | 0.0% | +10.8% | -10.8% | -3.7% |
| 30D | -8.2% | -5.7% | -2.4% | -6.4% |
| 3M | -21.3% | -13.4% | -7.8% | -17.4% |
| 6M | -22.5% | +3.5% | -26.1% | -24.0% |
| YTD | -3.6% | +9.7% | -13.3% | -7.9% |
| 1Y | -6.7% | +20.9% | -27.5% | -14.0% |
| 3Y | +258.1% | +254.3% | +3.9% | +123.4% |
| 5Y | +560.9% | +304.2% | +256.6% | +281.5% |
| 10Y | +2,475.6% | +260.2% | +2,215.4% | +1,333.4% |
| All | +29,187.3% | +120.9% | +29,066.4% | +16,379.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling