+1,268.7%
AVGO vs SITM
+4,789.7%
-3,521.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -1.1% |
| 7D | +1.1% | +3.9% | -2.7% | +0.1% |
| 30D | -13.0% | -6.6% | -6.4% | -11.9% |
| 3M | -6.0% | -11.9% | +5.9% | -5.0% |
| 6M | +6.4% | +81.1% | -74.8% | -13.5% |
| YTD | +5.0% | +80.0% | -75.0% | -15.7% |
| 1Y | +1.4% | +145.8% | -144.4% | -26.5% |
| 3Y | +336.8% | +475.9% | -139.1% | +136.8% |
| 5Y | +698.2% | +189.2% | +509.0% | +352.4% |
| All | +1,268.7% | +4,789.7% | -3,521.0% | +296.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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