+2,770.9%
AVGO vs SMH
+1,868.1%
+902.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -1.0% |
| 7D | +1.1% | +0.3% | +0.9% | +0.9% |
| 30D | -13.0% | -2.8% | -10.2% | -10.9% |
| 3M | -6.0% | -6.7% | +0.7% | -1.3% |
| 6M | +6.4% | +41.8% | -35.4% | -25.4% |
| YTD | +5.0% | +57.9% | -52.9% | -33.9% |
| 1Y | +1.4% | +87.6% | -86.2% | -45.5% |
| 3Y | +336.8% | +282.9% | +53.9% | +29.4% |
| 5Y | +698.2% | +330.4% | +367.8% | +106.3% |
| All | +2,770.9% | +1,868.1% | +902.8% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMH.
Daily Out/Under-Performance
Portfolio return minus SMH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMH 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 SMH 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