+11,572.7%
AVGO vs SFM
+41.7%
+11,531.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.8% | +8.7% |
| 7D | -0.9% | -10.2% | +9.4% | +0.6% |
| 30D | -11.6% | -23.9% | +12.3% | -8.9% |
| 3M | -25.2% | -42.3% | +17.1% | -20.1% |
| 6M | -25.4% | -40.1% | +14.7% | -21.4% |
| YTD | -7.2% | -37.8% | +30.6% | -3.3% |
| 1Y | -7.9% | -37.1% | +29.2% | -4.4% |
| 3Y | +262.1% | +21.5% | +240.6% | +231.3% |
| 5Y | +525.7% | +103.8% | +421.9% | +413.6% |
| 10Y | +2,300.3% | +142.0% | +2,158.3% | +1,705.3% |
| All | +11,572.7% | +41.7% | +11,531.1% | +10,079.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling