+31,416.6%
AVGO vs SMTC
+737.9%
+30,678.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.2% | -9.0% | -3.5% |
| 7D | -3.0% | +12.7% | -15.7% | -7.8% |
| 30D | -14.4% | +22.0% | -36.4% | -22.9% |
| 3M | -14.4% | -12.7% | -1.8% | -13.6% |
| 6M | +13.1% | +64.8% | -51.7% | -15.9% |
| YTD | +3.8% | +100.7% | -96.9% | -29.8% |
| 1Y | +17.8% | +146.9% | -129.1% | -27.8% |
| 3Y | +325.3% | +456.8% | -131.6% | +46.3% |
| 5Y | +689.9% | +89.2% | +600.7% | +332.0% |
| 10Y | +2,597.0% | +426.9% | +2,170.1% | +655.2% |
| All | +31,416.6% | +737.9% | +30,678.7% | +6,097.3% |
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