+244.4%
AVGO vs SE
+64.9%
+179.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -9.9% | +2.0% | -11.9% | -10.3% |
| 30D | -22.0% | -20.0% | -2.0% | -17.4% |
| 3M | -30.0% | -31.8% | +1.7% | -23.4% |
| 6M | -30.7% | -15.9% | -14.9% | -29.2% |
| YTD | -14.7% | -40.6% | +26.0% | -4.3% |
| 1Y | -16.8% | -50.7% | +33.9% | -1.4% |
| 3Y | +244.4% | +70.3% | +174.1% | +223.3% |
| All | +244.4% | +64.9% | +179.5% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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