+278.5%
AVGO vs SMTC
+698.5%
-420.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | -3.5% |
| 7D | +18.2% | +11.0% | +7.1% | +14.2% |
| 30D | +0.2% | -28.5% | +28.7% | +9.5% |
| 3M | -16.8% | -14.2% | -2.6% | -15.8% |
| 6M | -16.5% | -18.0% | +1.5% | -16.8% |
| YTD | +0.8% | +55.5% | -54.7% | -20.9% |
| 1Y | +2.8% | +69.5% | -66.7% | -21.4% |
| 3Y | +278.5% | +699.7% | -421.1% | +73.9% |
| All | +278.5% | +698.5% | -420.0% | +73.9% |
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