+491.9%
SPCX vs AVGO
+149.5%
+342.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -5.8% |
| 7D | +2.8% | +6.1% | -3.2% | -2.7% |
| 30D | -14.5% | -2.7% | -11.8% | -12.8% |
| 3M | +4.8% | -16.9% | +21.7% | +21.7% |
| 6M | +443.4% | -3.0% | +446.4% | +473.4% |
| YTD | +443.4% | -3.0% | +446.4% | +473.4% |
| 1Y | +443.4% | -3.0% | +446.4% | +473.4% |
| All | +491.9% | +149.5% | +342.4% | +505.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVGO.
Daily Out/Under-Performance
Portfolio return minus AVGO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVGO 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 AVGO 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