+2,789.9%
AVGO vs SFM
+273.2%
+2,516.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.7% |
| 7D | -0.8% | -7.2% | +6.4% | 0.0% |
| 30D | -13.7% | -14.3% | +0.6% | -12.4% |
| 3M | -6.9% | -13.7% | +6.8% | -5.8% |
| 6M | +5.8% | -6.0% | +11.8% | +5.2% |
| YTD | +5.7% | -8.2% | +13.9% | +5.2% |
| 1Y | +9.0% | -46.2% | +55.3% | +16.7% |
| 3Y | +340.5% | +83.6% | +257.0% | +293.1% |
| 5Y | +711.1% | +212.7% | +498.4% | +561.8% |
| All | +2,789.9% | +273.2% | +2,516.7% | +2,176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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