+336.8%
AVGO vs SCHG
+86.3%
+250.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -1.2% |
| 7D | +1.1% | -1.0% | +2.2% | +2.9% |
| 30D | -13.0% | -1.3% | -11.7% | -11.3% |
| 3M | -6.0% | +5.4% | -11.4% | -14.3% |
| 6M | +6.4% | +14.4% | -8.0% | -15.5% |
| YTD | +5.0% | +8.0% | -3.1% | -7.5% |
| 1Y | +1.4% | +12.7% | -11.3% | -16.3% |
| 3Y | +336.8% | +85.6% | +251.2% | +76.0% |
| All | +336.8% | +86.3% | +250.6% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling