+4,782.6%
DELL vs SBAC
+81.1%
+4,701.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +8.7% | +0.2% | +8.6% | +8.7% |
| 30D | +16.9% | +3.9% | +13.0% | +16.1% |
| 3M | +40.4% | -8.2% | +48.6% | +42.2% |
| 6M | +267.1% | -2.8% | +269.9% | +265.0% |
| YTD | +329.1% | -1.5% | +330.6% | +325.7% |
| 1Y | +346.9% | 0.0% | +346.9% | +341.4% |
| 3Y | +696.6% | -8.4% | +705.0% | +673.5% |
| 5Y | +1,106.2% | -43.5% | +1,149.7% | +1,243.2% |
| 10Y | +4,177.7% | +86.9% | +4,090.8% | +3,346.6% |
| All | +4,782.6% | +81.1% | +4,701.5% | +3,907.1% |
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