+4,681.2%
DELL vs SAN
+388.5%
+4,292.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +14.9% | +1.8% | +13.1% | +14.3% |
| 30D | +13.3% | +2.0% | +11.3% | +12.6% |
| 3M | +24.4% | +19.7% | +4.7% | +16.6% |
| 6M | +258.0% | +30.6% | +227.4% | +223.0% |
| YTD | +320.2% | +28.8% | +291.3% | +278.8% |
| 1Y | +319.1% | +57.8% | +261.3% | +249.6% |
| 3Y | +706.5% | +338.1% | +368.4% | +356.0% |
| 5Y | +1,071.9% | +384.2% | +687.7% | +514.8% |
| 10Y | +4,683.5% | +353.2% | +4,330.3% | +2,341.1% |
| All | +4,681.2% | +388.5% | +4,292.7% | +2,238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 all: compounded portfolio wealth divided by compounded SAN 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…
all analysis · Full analysis span regression · 6 months rolling