+711.1%
AVGO vs SMTC
+116.8%
+594.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -0.8% | +22.5% | -23.3% | -7.2% |
| 30D | -13.7% | +24.9% | -38.6% | -20.7% |
| 3M | -6.9% | +4.1% | -11.0% | -11.1% |
| 6M | +5.8% | +92.6% | -86.8% | -20.1% |
| YTD | +5.7% | +122.5% | -116.8% | -24.6% |
| 1Y | +9.0% | +166.2% | -157.2% | -27.1% |
| 3Y | +340.5% | +577.2% | -236.6% | +89.1% |
| 5Y | +711.1% | +119.0% | +592.1% | +464.2% |
| All | +711.1% | +116.8% | +594.3% | +464.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling