+30,355.4%
AVGO vs SM
+32.8%
+30,322.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.6% | -1.6% | +3.2% |
| 7D | +6.1% | +0.3% | +5.7% | +6.1% |
| 30D | -2.7% | -17.3% | +14.6% | -0.4% |
| 3M | -16.9% | -3.6% | -13.3% | -17.0% |
| 6M | -19.1% | +2.9% | -22.0% | -20.7% |
| YTD | +0.3% | +70.2% | -69.9% | -9.2% |
| 1Y | -1.2% | +66.5% | -67.7% | -10.4% |
| 3Y | +272.4% | -8.2% | +280.6% | +260.1% |
| 5Y | +579.0% | -1.5% | +580.5% | +529.8% |
| 10Y | +2,584.7% | +11.9% | +2,572.8% | +1,702.3% |
| All | +30,355.4% | +32.8% | +30,322.6% | +16,255.0% |
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