+1,293.6%
AVGO vs SITM
+4,507.3%
-3,213.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +3.5% |
| 7D | -0.3% | +8.4% | -8.7% | -2.5% |
| 30D | -13.8% | -17.4% | +3.6% | -9.9% |
| 3M | -6.9% | -9.8% | +2.9% | -6.6% |
| 6M | +11.9% | +83.0% | -71.0% | -9.2% |
| YTD | +6.9% | +69.6% | -62.7% | -12.8% |
| 1Y | +7.4% | +144.9% | -137.5% | -22.1% |
| 3Y | +345.6% | +429.9% | -84.3% | +146.8% |
| 5Y | +718.9% | +169.2% | +549.7% | +372.9% |
| All | +1,293.6% | +4,507.3% | -3,213.7% | +310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling