+2,395.7%
DELL vs SGOV
+20.3%
+2,375.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | +8.2% | 0.0% | +8.2% | +8.3% |
| 30D | +17.1% | +0.3% | +16.8% | +17.2% |
| 3M | +45.2% | +0.9% | +44.2% | +44.5% |
| 6M | +286.8% | +1.8% | +284.9% | +286.7% |
| YTD | +354.8% | +2.5% | +352.2% | +360.0% |
| 1Y | +358.3% | +3.8% | +354.5% | +374.9% |
| 3Y | +724.9% | +14.4% | +710.5% | +493.7% |
| 5Y | +1,193.7% | +20.2% | +1,173.5% | +994.9% |
| All | +2,395.7% | +20.3% | +2,375.4% | +2,012.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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