+12,952.7%
AVGO vs SFM
+132.6%
+12,820.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.2% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -14.4% | -4.4% | -10.1% | -14.0% |
| 3M | -14.4% | +1.5% | -16.0% | -15.2% |
| 6M | +13.1% | +6.5% | +6.7% | +10.5% |
| YTD | +3.8% | +2.2% | +1.6% | +1.8% |
| 1Y | +17.8% | -41.9% | +59.7% | +25.9% |
| 3Y | +325.3% | +106.8% | +218.5% | +264.0% |
| 5Y | +689.9% | +231.6% | +458.4% | +510.9% |
| 10Y | +2,597.0% | +258.4% | +2,338.6% | +1,845.2% |
| All | +12,952.7% | +132.6% | +12,820.1% | +10,621.9% |
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 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