+31,416.6%
AVGO vs SRE
+458.0%
+30,958.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | -14.4% | -0.7% | -13.7% | -14.4% |
| 3M | -14.4% | -6.3% | -8.1% | -12.6% |
| 6M | +13.1% | -10.7% | +23.8% | +17.6% |
| YTD | +3.8% | -3.5% | +7.3% | +4.1% |
| 1Y | +17.8% | +5.3% | +12.5% | +13.5% |
| 3Y | +325.3% | +31.8% | +293.5% | +257.7% |
| 5Y | +689.9% | +47.4% | +642.6% | +521.9% |
| 10Y | +2,597.0% | +120.6% | +2,476.4% | +1,539.3% |
| All | +31,416.6% | +458.0% | +30,958.6% | +8,725.1% |
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