+278.5%
AVGO vs SYY
+24.4%
+254.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.9% | -4.7% |
| 7D | +18.2% | +0.3% | +17.8% | +18.2% |
| 30D | +0.2% | -4.8% | +5.0% | -0.2% |
| 3M | -16.8% | -7.1% | -9.7% | -17.2% |
| 6M | -16.5% | +6.8% | -23.3% | -16.4% |
| YTD | +0.8% | +7.7% | -6.8% | +1.8% |
| 1Y | +2.8% | +5.7% | -2.9% | +3.6% |
| 3Y | +278.5% | +24.6% | +254.0% | +273.5% |
| All | +278.5% | +24.4% | +254.1% | +273.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling