+335.4%
AVGO vs SPYG
+96.8%
+238.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | +0.5% |
| 7D | +1.0% | -1.8% | +2.8% | +4.4% |
| 30D | -13.3% | -1.9% | -11.4% | -10.2% |
| 3M | -2.9% | +5.2% | -8.0% | -11.1% |
| 6M | +5.7% | +15.6% | -9.8% | -17.9% |
| YTD | +4.6% | +12.4% | -7.8% | -14.3% |
| 1Y | -1.6% | +17.5% | -19.1% | -24.8% |
| All | +335.4% | +96.8% | +238.7% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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