+28,084.6%
AVGO vs SAN
+119.1%
+27,965.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.1% | +2.6% | +6.6% |
| 7D | -0.9% | +8.7% | -9.6% | -3.8% |
| 30D | -11.6% | -6.5% | -5.1% | -9.7% |
| 3M | -25.2% | -14.2% | -11.0% | -21.3% |
| 6M | -25.4% | +2.7% | -28.2% | -26.7% |
| YTD | -7.2% | +8.9% | -16.0% | -11.1% |
| 1Y | -7.9% | +23.4% | -31.3% | -15.7% |
| 3Y | +262.1% | +257.9% | +4.2% | +125.1% |
| 5Y | +525.7% | +297.8% | +227.9% | +263.2% |
| 10Y | +2,300.3% | +259.6% | +2,040.7% | +1,236.8% |
| All | +28,084.6% | +119.1% | +27,965.5% | +15,803.1% |
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