+2,584.7%
AVGO vs SFM
+140.8%
+2,444.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +3.6% |
| 7D | +6.1% | -7.1% | +13.1% | +7.0% |
| 30D | -2.7% | -21.4% | +18.7% | -0.5% |
| 3M | -16.9% | -40.1% | +23.2% | -12.5% |
| 6M | -19.1% | -38.0% | +18.9% | -15.8% |
| YTD | +0.3% | -36.5% | +36.8% | +3.5% |
| 1Y | -1.2% | -35.2% | +34.0% | +1.5% |
| 3Y | +272.4% | +23.5% | +249.0% | +244.9% |
| 5Y | +579.0% | +109.7% | +469.3% | +473.2% |
| 10Y | +2,584.7% | +132.6% | +2,452.2% | +2,095.4% |
| All | +2,584.7% | +140.8% | +2,444.0% | +2,095.4% |
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