+2,770.9%
AVGO vs SYY
+116.5%
+2,654.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +1.1% | +3.9% | -2.8% | -0.2% |
| 30D | -13.0% | -1.7% | -11.2% | -12.5% |
| 3M | -6.0% | +5.2% | -11.1% | -8.0% |
| 6M | +6.4% | -0.2% | +6.6% | +5.3% |
| YTD | +5.0% | +15.4% | -10.4% | -1.8% |
| 1Y | +1.4% | +5.6% | -4.2% | -2.5% |
| 3Y | +336.8% | +28.9% | +307.9% | +277.9% |
| 5Y | +698.2% | +24.1% | +674.1% | +598.0% |
| All | +2,770.9% | +116.5% | +2,654.4% | +1,748.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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