+2,856.4%
AVGO vs SGI
+263.3%
+2,593.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | -13.7% | +5.5% | -19.3% | -15.4% |
| 3M | -6.9% | -3.6% | -3.3% | -6.5% |
| 6M | +5.8% | -15.0% | +20.8% | +9.6% |
| YTD | +5.7% | -23.0% | +28.7% | +12.1% |
| 1Y | +9.0% | -18.4% | +27.4% | +13.1% |
| 3Y | +340.5% | +57.8% | +282.8% | +267.8% |
| 5Y | +711.1% | +51.5% | +659.6% | +557.3% |
| 10Y | +2,856.4% | +275.2% | +2,581.2% | +1,469.5% |
| All | +2,856.4% | +263.3% | +2,593.2% | +1,469.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling