-16.5%
AVGO vs SRE
-13.0%
-3.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.5% | -4.8% |
| 7D | +18.2% | +1.8% | +16.4% | +18.1% |
| 30D | +0.2% | -3.0% | +3.2% | +0.3% |
| 3M | -16.8% | -7.3% | -9.5% | -18.3% |
| 6M | -16.5% | -11.9% | -4.6% | -19.4% |
| All | -16.5% | -13.0% | -3.4% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling