+31,416.6%
AVGO vs SAN
+159.4%
+31,257.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -3.0% | +1.8% | -4.7% | -3.6% |
| 30D | -14.4% | +2.0% | -16.4% | -15.1% |
| 3M | -14.4% | +19.7% | -34.2% | -19.9% |
| 6M | +13.1% | +30.6% | -17.5% | +2.1% |
| YTD | +3.8% | +28.8% | -25.1% | -6.2% |
| 1Y | +17.8% | +57.8% | -40.0% | -0.9% |
| 3Y | +325.3% | +338.1% | -12.9% | +146.1% |
| 5Y | +689.9% | +384.2% | +305.7% | +327.5% |
| 10Y | +2,597.0% | +353.1% | +2,243.9% | +1,287.4% |
| All | +31,416.6% | +159.4% | +31,257.3% | +16,693.4% |
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