+718.9%
AVGO vs SGI
+61.8%
+657.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | -0.3% | +9.3% | -9.6% | -3.4% |
| 30D | -13.8% | +6.9% | -20.7% | -16.0% |
| 3M | -6.9% | +2.8% | -9.8% | -8.5% |
| 6M | +11.9% | -12.6% | +24.5% | +15.5% |
| YTD | +6.9% | -21.5% | +28.4% | +13.6% |
| 1Y | +7.4% | -18.8% | +26.2% | +12.1% |
| 3Y | +345.6% | +60.8% | +284.7% | +254.5% |
| 5Y | +718.9% | +60.0% | +658.9% | +513.2% |
| All | +718.9% | +61.8% | +657.1% | +513.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling