+718.9%
AVGO vs SFM
+219.5%
+499.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.5% | +9.5% | +3.6% |
| 7D | -0.3% | -5.8% | +5.5% | +0.3% |
| 30D | -13.8% | -11.4% | -2.5% | -12.9% |
| 3M | -6.9% | -12.2% | +5.3% | -6.1% |
| 6M | +11.9% | -5.2% | +17.1% | +11.1% |
| YTD | +6.9% | -4.5% | +11.4% | +5.8% |
| 1Y | +7.4% | -45.4% | +52.8% | +16.2% |
| 3Y | +345.6% | +91.1% | +254.5% | +292.5% |
| 5Y | +718.9% | +226.8% | +492.1% | +586.9% |
| All | +718.9% | +219.5% | +499.4% | +586.9% |
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