+31,416.6%
AVGO vs SM
+55.3%
+31,361.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | -14.4% | +26.3% | -40.7% | -17.3% |
| 3M | -14.4% | +8.7% | -23.1% | -16.0% |
| 6M | +13.1% | +51.7% | -38.5% | +5.1% |
| YTD | +3.8% | +99.0% | -95.3% | -7.4% |
| 1Y | +17.8% | +34.6% | -16.8% | +10.5% |
| 3Y | +325.3% | -7.8% | +333.0% | +312.3% |
| 5Y | +689.9% | +104.8% | +585.1% | +566.8% |
| 10Y | +2,597.0% | +7.2% | +2,589.8% | +1,734.4% |
| All | +31,416.6% | +55.3% | +31,361.4% | +16,567.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling