+278.5%
AVGO vs SIMO
+221.6%
+56.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.6% | +0.8% | -2.7% |
| 7D | +18.2% | +4.1% | +14.0% | +16.4% |
| 30D | +0.2% | -24.0% | +24.2% | +9.3% |
| 3M | -16.8% | -31.8% | +15.0% | -7.5% |
| 6M | -16.5% | -36.9% | +20.4% | -7.5% |
| YTD | +0.8% | +84.8% | -84.0% | -40.4% |
| 1Y | +2.8% | +99.0% | -96.2% | -42.0% |
| 3Y | +278.5% | +217.9% | +60.6% | +53.2% |
| All | +278.5% | +221.6% | +56.9% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling