+32,043.9%
AVGO vs SRE
+428.8%
+31,615.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.6% | +5.1% |
| 7D | +25.0% | -1.1% | +26.0% | +25.6% |
| 30D | +2.0% | -4.1% | +6.1% | +3.8% |
| 3M | -12.3% | -7.3% | -5.0% | -9.6% |
| 6M | -12.8% | -14.1% | +1.3% | -7.7% |
| YTD | +5.9% | -8.5% | +14.4% | +8.6% |
| 1Y | +3.3% | -12.0% | +15.3% | +7.9% |
| 3Y | +293.1% | +23.4% | +269.7% | +240.9% |
| 5Y | +606.7% | +51.3% | +555.4% | +448.8% |
| 10Y | +2,733.6% | +126.3% | +2,607.3% | +1,592.5% |
| All | +32,043.9% | +428.8% | +31,615.1% | +9,109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling