+2,660.6%
AVGO vs STT
+198.3%
+2,462.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.6% | -4.7% |
| 7D | +18.2% | +4.8% | +13.4% | +15.8% |
| 30D | +0.2% | +3.9% | -3.7% | -1.2% |
| 3M | -16.8% | -8.2% | -8.6% | -13.4% |
| 6M | -16.5% | +15.6% | -32.1% | -21.9% |
| YTD | +0.8% | +37.6% | -36.8% | -13.4% |
| 1Y | +2.8% | +50.1% | -47.3% | -15.0% |
| 3Y | +278.5% | +183.1% | +95.5% | +132.9% |
| 5Y | +573.1% | +104.8% | +468.2% | +359.6% |
| All | +2,660.6% | +198.3% | +2,462.4% | +1,428.5% |
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