+525.7%
AVGO vs SFM
+102.7%
+423.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.8% | +8.7% |
| 7D | -0.9% | -10.2% | +9.4% | +0.2% |
| 30D | -11.6% | -23.9% | +12.3% | -9.6% |
| 3M | -25.2% | -42.3% | +17.1% | -21.4% |
| 6M | -25.4% | -40.1% | +14.7% | -22.5% |
| YTD | -7.2% | -37.8% | +30.6% | -4.6% |
| 1Y | -7.9% | -37.1% | +29.2% | -5.7% |
| 3Y | +262.1% | +21.5% | +240.6% | +230.2% |
| 5Y | +525.7% | +103.8% | +421.9% | +451.5% |
| All | +525.7% | +102.7% | +423.0% | +451.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling