+474.0%
AVGO vs SIMO
+154.7%
+319.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.4% | -0.6% |
| 7D | -9.9% | -22.0% | +12.1% | -2.9% |
| 30D | -22.0% | -43.0% | +21.1% | -7.8% |
| 3M | -30.0% | -39.1% | +9.1% | -20.3% |
| 6M | -30.7% | -33.3% | +2.5% | -25.3% |
| YTD | -14.7% | +77.0% | -91.6% | -39.9% |
| 1Y | -16.8% | +73.0% | -89.8% | -40.7% |
| 3Y | +244.4% | +215.7% | +28.7% | +93.1% |
| All | +474.0% | +154.7% | +319.3% | +234.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling