+17.8%
AVGO vs SMTC
+154.8%
-137.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.2% | -9.0% | -2.3% |
| 7D | -3.0% | +12.7% | -15.7% | -6.2% |
| 30D | -14.4% | +22.0% | -36.4% | -20.2% |
| 3M | -14.4% | -12.7% | -1.8% | -13.2% |
| 6M | +13.1% | +64.8% | -51.6% | -11.2% |
| YTD | +3.8% | +100.7% | -96.9% | -26.4% |
| 1Y | +17.8% | +146.9% | -129.1% | -19.8% |
| All | +17.8% | +154.8% | -137.0% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling