+17.8%
AVGO vs SM
+36.8%
-19.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.1% |
| 7D | -3.0% | -0.5% | -2.5% | -3.0% |
| 30D | -14.4% | +25.6% | -40.0% | -13.5% |
| 3M | -14.4% | +8.0% | -22.5% | -13.1% |
| 6M | +13.1% | +50.8% | -37.7% | +12.2% |
| YTD | +3.8% | +97.9% | -94.1% | +0.6% |
| 1Y | +17.8% | +33.8% | -16.0% | +23.1% |
| All | +17.8% | +36.8% | -19.0% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling