+31,416.6%
AVGO vs SGI
+1,806.1%
+29,610.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -3.0% | +8.5% | -11.5% | -5.2% |
| 30D | -14.4% | +0.7% | -15.1% | -14.9% |
| 3M | -14.4% | +0.6% | -15.0% | -15.0% |
| 6M | +13.1% | -17.9% | +31.1% | +17.9% |
| YTD | +3.8% | -21.2% | +25.0% | +8.7% |
| 1Y | +17.8% | -18.9% | +36.6% | +22.0% |
| 3Y | +325.3% | +52.6% | +272.6% | +266.9% |
| 5Y | +689.9% | +60.7% | +629.2% | +550.1% |
| 10Y | +2,597.0% | +278.1% | +2,318.9% | +1,478.3% |
| All | +31,416.6% | +1,806.1% | +29,610.5% | +11,265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling