+2,770.9%
AVGO vs SPMO
+517.6%
+2,253.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.3% |
| 7D | +1.1% | -0.9% | +2.1% | +2.3% |
| 30D | -13.0% | -1.9% | -11.1% | -11.0% |
| 3M | -6.0% | -1.4% | -4.6% | -5.2% |
| 6M | +6.4% | +25.5% | -19.1% | -20.2% |
| YTD | +5.0% | +24.8% | -19.9% | -20.5% |
| 1Y | +1.4% | +24.5% | -23.1% | -22.0% |
| 3Y | +336.8% | +157.1% | +179.7% | +58.5% |
| 5Y | +698.2% | +149.5% | +548.7% | +200.5% |
| All | +2,770.9% | +517.6% | +2,253.4% | +448.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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