+31,416.6%
AVGO vs STRL
+2,952.0%
+28,464.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.5% | -1.1% |
| 7D | -3.0% | +3.4% | -6.3% | -3.7% |
| 30D | -14.4% | -9.2% | -5.2% | -12.8% |
| 3M | -14.4% | -51.0% | +36.6% | -1.2% |
| 6M | +13.1% | +15.8% | -2.6% | +3.1% |
| YTD | +3.8% | +58.9% | -55.1% | -12.6% |
| 1Y | +17.8% | +68.5% | -50.7% | -2.7% |
| 3Y | +325.3% | +485.2% | -160.0% | +163.3% |
| 5Y | +689.9% | +2,005.1% | -1,315.2% | +273.6% |
| 10Y | +2,597.0% | +7,118.0% | -4,520.9% | +841.0% |
| All | +31,416.6% | +2,952.0% | +28,464.6% | +12,294.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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