+2,761.7%
AVGO vs SRE
+124.1%
+2,637.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +1.0% | -0.7% | +1.7% | +1.3% |
| 30D | -13.3% | -1.7% | -11.5% | -12.9% |
| 3M | -2.9% | -7.1% | +4.2% | -0.6% |
| 6M | +5.7% | -8.4% | +14.1% | +8.3% |
| YTD | +4.6% | -3.5% | +8.2% | +4.9% |
| 1Y | -1.6% | +5.4% | -7.0% | -4.7% |
| 3Y | +336.2% | +29.5% | +306.7% | +277.4% |
| 5Y | +695.6% | +48.3% | +647.3% | +544.1% |
| All | +2,761.7% | +124.1% | +2,637.7% | +1,920.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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