+2,475.6%
AVGO vs STT
+198.3%
+2,277.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.7% |
| 7D | 0.0% | +1.1% | -1.2% | -0.3% |
| 30D | -8.2% | -1.9% | -6.3% | -7.1% |
| 3M | -21.3% | -7.6% | -13.7% | -18.3% |
| 6M | -22.5% | +16.0% | -38.5% | -27.7% |
| YTD | -3.6% | +36.2% | -39.7% | -16.7% |
| 1Y | -6.7% | +46.8% | -53.5% | -22.1% |
| 3Y | +258.1% | +177.8% | +80.4% | +122.5% |
| 5Y | +560.9% | +105.8% | +455.0% | +350.6% |
| 10Y | +2,475.6% | +197.6% | +2,278.1% | +1,367.7% |
| All | +2,475.6% | +198.3% | +2,277.3% | +1,367.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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