+3,922.7%
DELL vs SBAC
+83.0%
+3,839.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.5% | -4.8% |
| 7D | -1.9% | -5.3% | +3.4% | -0.9% |
| 30D | +14.9% | +0.4% | +14.5% | +14.8% |
| 3M | +37.2% | -11.9% | +49.1% | +40.0% |
| 6M | +254.0% | -4.5% | +258.5% | +253.0% |
| YTD | +306.1% | -4.3% | +310.5% | +305.1% |
| 1Y | +312.3% | -3.9% | +316.2% | +310.3% |
| 3Y | +654.0% | -11.0% | +665.0% | +636.1% |
| 5Y | +1,055.3% | -44.1% | +1,099.4% | +1,184.6% |
| All | +3,922.7% | +83.0% | +3,839.7% | +3,186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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