+2,798.6%
AVGO vs SIMO
+423.7%
+2,374.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +6.3% |
| 7D | +25.0% | +14.9% | +10.1% | +19.2% |
| 30D | +2.0% | -27.0% | +29.0% | +12.1% |
| 3M | -12.3% | -25.4% | +13.1% | -5.8% |
| 6M | -12.8% | -30.3% | +17.4% | -7.2% |
| YTD | +5.9% | +95.8% | -89.9% | -27.9% |
| 1Y | +3.3% | +100.0% | -96.7% | -30.0% |
| 3Y | +293.1% | +238.3% | +54.8% | +115.9% |
| 5Y | +606.7% | +187.6% | +419.2% | +284.9% |
| All | +2,798.6% | +423.7% | +2,374.9% | +1,069.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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