+2.8%
AVGO vs SFM
-36.8%
+39.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -4.6% |
| 7D | +18.2% | +6.0% | +12.1% | +18.9% |
| 30D | +0.2% | -19.5% | +19.7% | -2.3% |
| 3M | -16.8% | -37.0% | +20.2% | -22.5% |
| 6M | -16.5% | -41.0% | +24.6% | -22.4% |
| YTD | +0.8% | -34.6% | +35.5% | -5.4% |
| 1Y | +2.8% | -36.3% | +39.1% | -4.1% |
| All | +2.8% | -36.8% | +39.6% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling