+27,427.7%
AVGO vs SCHG
+1,127.0%
+26,300.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.3% |
| 7D | -0.8% | -0.9% | +0.1% | +0.2% |
| 30D | -13.7% | -2.3% | -11.4% | -11.3% |
| 3M | -6.9% | +4.5% | -11.5% | -11.9% |
| 6M | +5.8% | +13.6% | -7.8% | -9.3% |
| YTD | +5.7% | +7.6% | -1.9% | -2.7% |
| 1Y | +9.0% | +13.0% | -4.0% | -4.8% |
| 3Y | +340.5% | +87.0% | +253.5% | +123.7% |
| 5Y | +711.1% | +82.9% | +628.2% | +319.6% |
| 10Y | +2,856.4% | +453.6% | +2,402.8% | +288.1% |
| All | +27,427.7% | +1,127.0% | +26,300.7% | +1,455.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling