+2,770.9%
AVGO vs SPXS
-99.6%
+2,870.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | -0.8% |
| 7D | +1.1% | +2.5% | -1.4% | +2.4% |
| 30D | -13.0% | +4.2% | -17.2% | -11.1% |
| 3M | -6.0% | -9.3% | +3.3% | -9.1% |
| 6M | +6.4% | -30.7% | +37.1% | -7.3% |
| YTD | +5.0% | -28.1% | +33.0% | -5.9% |
| 1Y | +1.4% | -35.1% | +36.5% | -11.7% |
| 3Y | +336.8% | -79.6% | +416.4% | +175.4% |
| 5Y | +698.2% | -86.3% | +784.5% | +425.8% |
| All | +2,770.9% | -99.6% | +2,870.5% | +638.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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