+345.6%
AVGO vs SMTC
+556.3%
-210.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.0% | -7.0% | +0.1% |
| 7D | -0.3% | +22.9% | -23.2% | -6.4% |
| 30D | -13.8% | +16.6% | -30.5% | -18.7% |
| 3M | -6.9% | +2.4% | -9.3% | -10.3% |
| 6M | +11.9% | +98.3% | -86.3% | -14.5% |
| YTD | +6.9% | +120.7% | -113.8% | -21.7% |
| 1Y | +7.4% | +168.3% | -160.9% | -26.2% |
| 3Y | +345.6% | +571.7% | -226.1% | +118.8% |
| All | +345.6% | +556.3% | -210.7% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling