+2,316.4%
DELL vs SE
+562.7%
+1,753.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.2% |
| 7D | -1.9% | -4.8% | +2.9% | -1.1% |
| 30D | +14.9% | -18.1% | +33.0% | +18.7% |
| 3M | +37.2% | +30.6% | +6.6% | +30.0% |
| 6M | +254.0% | +20.8% | +233.2% | +238.2% |
| YTD | +306.1% | -15.6% | +321.7% | +311.0% |
| 1Y | +312.3% | -44.2% | +356.5% | +347.2% |
| 3Y | +654.0% | +181.5% | +472.5% | +521.7% |
| 5Y | +1,055.3% | -66.9% | +1,122.2% | +1,112.0% |
| All | +2,316.4% | +562.7% | +1,753.7% | +1,264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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