+339.7%
AVGO vs SPXS
-79.5%
+419.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -0.1% |
| 7D | -0.8% | +1.2% | -2.0% | 0.0% |
| 30D | -13.7% | +5.2% | -18.9% | -10.6% |
| 3M | -6.9% | -9.2% | +2.2% | -11.1% |
| 6M | +5.8% | -29.6% | +35.4% | -12.6% |
| YTD | +5.7% | -27.6% | +33.3% | -9.9% |
| 1Y | +9.0% | -36.7% | +45.8% | -12.9% |
| All | +339.7% | -79.5% | +419.2% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling