+29,187.4%
AVGO vs SMTC
+543.0%
+28,644.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.5% | +4.9% |
| 7D | 0.0% | -10.9% | +10.9% | +3.7% |
| 30D | -8.2% | -39.4% | +31.2% | +10.1% |
| 3M | -21.3% | -13.5% | -7.7% | -20.7% |
| 6M | -22.5% | -6.8% | -15.7% | -27.9% |
| YTD | -3.6% | +54.0% | -57.6% | -29.7% |
| 1Y | -6.7% | +50.8% | -57.5% | -31.3% |
| 3Y | +258.1% | +677.3% | -419.2% | +2.7% |
| 5Y | +560.9% | +28.7% | +532.1% | +316.0% |
| 10Y | +2,475.6% | +339.9% | +2,135.7% | +642.5% |
| All | +29,187.4% | +543.0% | +28,644.4% | +6,104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling