+30,355.4%
AVGO vs SGI
+1,604.8%
+28,750.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +6.1% | -10.5% | +16.6% | +9.2% |
| 30D | -2.7% | +0.1% | -2.8% | -3.1% |
| 3M | -16.9% | -4.0% | -12.9% | -16.6% |
| 6M | -19.1% | -5.6% | -13.5% | -19.0% |
| YTD | +0.3% | -29.5% | +29.8% | +7.7% |
| 1Y | -1.2% | -31.5% | +30.3% | +6.9% |
| 3Y | +272.4% | +71.6% | +200.8% | +211.1% |
| 5Y | +579.0% | +50.5% | +528.5% | +466.8% |
| 10Y | +2,584.7% | +333.9% | +2,250.9% | +1,440.5% |
| All | +30,355.4% | +1,604.8% | +28,750.6% | +11,154.3% |
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