+2,770.9%
AVGO vs SCHG
+459.0%
+2,311.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.8% |
| 7D | +1.1% | -1.0% | +2.2% | +2.4% |
| 30D | -13.0% | -1.3% | -11.7% | -11.7% |
| 3M | -6.0% | +5.4% | -11.4% | -12.0% |
| 6M | +6.4% | +14.4% | -8.0% | -9.6% |
| YTD | +5.0% | +8.0% | -3.1% | -3.9% |
| 1Y | +1.4% | +12.7% | -11.3% | -11.1% |
| 3Y | +336.8% | +85.6% | +251.2% | +128.0% |
| 5Y | +698.2% | +85.5% | +612.7% | +316.7% |
| All | +2,770.9% | +459.0% | +2,311.9% | +289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling