+2,660.6%
AVGO vs SM
+18.0%
+2,642.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.6% | -4.7% |
| 7D | +18.2% | +9.4% | +8.8% | +16.9% |
| 30D | +0.2% | -14.4% | +14.6% | +1.9% |
| 3M | -16.8% | +1.6% | -18.3% | -17.4% |
| 6M | -16.5% | +6.3% | -22.8% | -18.2% |
| YTD | +0.8% | +78.8% | -78.0% | -8.4% |
| 1Y | +2.8% | +83.1% | -80.3% | -7.0% |
| 3Y | +278.5% | -5.9% | +284.5% | +266.0% |
| 5Y | +573.1% | +4.8% | +568.3% | +526.0% |
| All | +2,660.6% | +18.0% | +2,642.6% | +1,724.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling