+51.7%
DELL vs SE
-12.8%
+64.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -3.7% | +15.4% | +11.8% |
| 7D | +0.4% | -7.7% | +8.1% | +0.4% |
| 30D | -35.1% | -22.8% | -12.3% | -35.5% |
| 3M | -15.1% | -43.7% | +28.6% | -17.0% |
| 6M | +51.7% | -12.8% | +64.5% | +47.2% |
| All | +51.7% | -12.8% | +64.5% | +47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling