+31,416.6%
AVGO vs SO
+490.6%
+30,926.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | -3.0% | -0.2% | -2.8% | -2.9% |
| 30D | -14.4% | -4.6% | -9.9% | -13.5% |
| 3M | -14.4% | -3.0% | -11.4% | -14.1% |
| 6M | +13.1% | -8.3% | +21.4% | +15.0% |
| YTD | +3.8% | +3.5% | +0.3% | +1.8% |
| 1Y | +17.8% | -0.9% | +18.7% | +16.6% |
| 3Y | +325.3% | +45.4% | +279.9% | +256.8% |
| 5Y | +689.9% | +59.6% | +630.3% | +531.2% |
| 10Y | +2,597.0% | +156.6% | +2,440.4% | +1,662.8% |
| All | +31,416.6% | +490.6% | +30,926.0% | +11,575.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling