+2,660.6%
AVGO vs SO
+197.2%
+2,463.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -6.0% | -5.0% |
| 7D | +18.2% | +1.4% | +16.8% | +17.8% |
| 30D | +0.2% | +4.7% | -4.5% | -0.8% |
| 3M | -16.8% | +1.7% | -18.5% | -17.2% |
| 6M | -16.5% | +2.2% | -18.6% | -17.3% |
| YTD | +0.8% | +10.0% | -9.2% | -2.2% |
| 1Y | +2.8% | +6.0% | -3.2% | +0.6% |
| 3Y | +278.5% | +54.1% | +224.4% | +217.6% |
| 5Y | +573.1% | +79.6% | +493.4% | +425.3% |
| All | +2,660.6% | +197.2% | +2,463.4% | +1,781.3% |
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