+2,856.4%
AVGO vs SO
+155.9%
+2,700.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -13.7% | -2.5% | -11.2% | -13.3% |
| 3M | -6.9% | -4.2% | -2.8% | -6.4% |
| 6M | +5.8% | -7.7% | +13.4% | +7.1% |
| YTD | +5.7% | +3.8% | +1.9% | +3.8% |
| 1Y | +9.0% | +0.1% | +9.0% | +7.8% |
| 3Y | +340.5% | +44.2% | +296.3% | +274.8% |
| 5Y | +711.1% | +57.9% | +653.2% | +558.5% |
| 10Y | +2,856.4% | +162.0% | +2,694.4% | +1,984.6% |
| All | +2,856.4% | +155.9% | +2,700.5% | +1,984.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling