+239.4%
AVGO vs SN
+659.6%
-420.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -1.9% | 0.0% |
| 7D | -9.9% | +7.2% | -17.1% | -11.7% |
| 30D | -22.0% | +20.4% | -42.4% | -26.1% |
| 3M | -30.0% | +23.9% | -54.0% | -34.5% |
| 6M | -30.7% | +93.0% | -123.8% | -43.4% |
| YTD | -14.7% | +99.2% | -113.9% | -31.5% |
| 1Y | -16.8% | +142.6% | -159.4% | -37.1% |
| 3Y | +244.4% | +398.8% | -154.4% | +145.1% |
| All | +239.4% | +659.6% | -420.1% | +142.9% |
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