+2,755.4%
AVGO vs STT
+264.2%
+2,491.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.5% |
| 7D | -0.3% | +2.2% | -2.5% | -1.3% |
| 30D | -13.8% | +3.9% | -17.7% | -15.4% |
| 3M | -6.9% | +19.2% | -26.1% | -14.2% |
| 6M | +11.9% | +60.4% | -48.4% | -10.0% |
| YTD | +6.9% | +51.5% | -44.6% | -12.2% |
| 1Y | +7.4% | +76.3% | -68.9% | -17.7% |
| 3Y | +345.6% | +200.7% | +144.8% | +166.5% |
| 5Y | +718.9% | +157.5% | +561.4% | +403.3% |
| 10Y | +2,755.4% | +262.0% | +2,493.4% | +1,322.3% |
| All | +2,755.4% | +264.2% | +2,491.2% | +1,322.3% |
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