+29,187.3%
AVGO vs SM
+25.8%
+29,161.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.7% |
| 7D | 0.0% | -19.5% | +19.5% | +2.8% |
| 30D | -8.2% | -20.2% | +12.0% | -5.6% |
| 3M | -21.3% | -6.5% | -14.8% | -21.1% |
| 6M | -22.5% | +1.6% | -24.1% | -23.9% |
| YTD | -3.6% | +61.2% | -64.8% | -12.0% |
| 1Y | -6.7% | +65.4% | -72.0% | -15.4% |
| 3Y | +258.1% | -13.0% | +271.2% | +248.8% |
| 5Y | +560.9% | -4.3% | +565.1% | +515.3% |
| 10Y | +2,475.6% | +3.0% | +2,472.6% | +1,650.0% |
| All | +29,187.3% | +25.8% | +29,161.6% | +15,741.6% |
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