+695.6%
AVGO vs SPYG
+82.6%
+613.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | +0.2% |
| 7D | +1.0% | -1.8% | +2.8% | +3.7% |
| 30D | -13.3% | -1.9% | -11.4% | -10.8% |
| 3M | -2.9% | +5.2% | -8.0% | -9.3% |
| 6M | +5.7% | +15.6% | -9.8% | -13.0% |
| YTD | +4.6% | +12.4% | -7.8% | -10.2% |
| 1Y | -1.6% | +17.5% | -19.1% | -19.7% |
| 3Y | +336.2% | +98.1% | +238.2% | +99.9% |
| 5Y | +695.6% | +84.9% | +610.7% | +302.8% |
| All | +695.6% | +82.6% | +613.1% | +302.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling