+336.8%
AVGO vs SOXX
+222.5%
+114.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | -1.4% |
| 7D | +1.1% | +1.4% | -0.2% | -0.2% |
| 30D | -13.0% | -3.6% | -9.4% | -10.3% |
| 3M | -6.0% | -10.2% | +4.2% | +0.5% |
| 6M | +6.4% | +54.2% | -47.9% | -36.5% |
| YTD | +5.0% | +75.2% | -70.2% | -46.1% |
| 1Y | +1.4% | +107.5% | -106.1% | -56.9% |
| 3Y | +336.8% | +226.8% | +110.1% | +21.3% |
| All | +336.8% | +222.5% | +114.3% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXX.
Daily Out/Under-Performance
Portfolio return minus SOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXX 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 3y: compounded portfolio wealth divided by compounded SOXX 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…
3y analysis · Full analysis span regression · 6 months rolling