+3,290.5%
DELL vs SBAC
+81.0%
+3,209.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | +17.1% | -3.4% | +20.5% | +17.8% |
| 30D | -35.1% | +2.6% | -37.7% | -35.5% |
| 3M | -23.3% | +2.6% | -25.9% | -23.9% |
| 6M | +55.8% | -11.5% | +67.3% | +58.2% |
| YTD | +198.0% | -1.6% | +199.6% | +194.8% |
| 1Y | +166.6% | -5.1% | +171.7% | +165.7% |
| 3Y | +427.6% | -9.3% | +437.0% | +414.2% |
| 5Y | +630.6% | -41.0% | +671.6% | +700.9% |
| 10Y | +2,866.3% | +108.0% | +2,758.2% | +2,236.8% |
| All | +3,290.5% | +81.0% | +3,209.6% | +2,675.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling