+2,770.9%
AVGO vs SMTC
+548.2%
+2,222.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -1.6% |
| 7D | +1.1% | +13.1% | -11.9% | -3.6% |
| 30D | -13.0% | +19.5% | -32.5% | -19.9% |
| 3M | -6.0% | +2.2% | -8.2% | -10.6% |
| 6M | +6.4% | +94.9% | -88.5% | -23.8% |
| YTD | +5.0% | +127.0% | -122.0% | -29.9% |
| 1Y | +1.4% | +174.6% | -173.2% | -37.6% |
| 3Y | +336.8% | +615.9% | -279.1% | +50.3% |
| 5Y | +698.2% | +125.6% | +572.6% | +343.0% |
| All | +2,770.9% | +548.2% | +2,222.7% | +848.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling