+312.9%
AVGO vs SN
+490.7%
-177.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.5% |
| 7D | -3.0% | -9.3% | +6.4% | -0.3% |
| 30D | -14.4% | -4.8% | -9.6% | -13.3% |
| 3M | -14.4% | +40.4% | -54.9% | -23.0% |
| 6M | +13.1% | +50.9% | -37.8% | -1.1% |
| YTD | +3.8% | +54.9% | -51.2% | -10.2% |
| 1Y | +17.8% | +43.0% | -25.2% | +3.6% |
| 3Y | +325.3% | +391.8% | -66.6% | +228.4% |
| All | +312.9% | +490.7% | -177.8% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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