+2,003.4%
DELL vs SITM
+4,437.5%
-2,434.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +8.7% | +3.7% | +5.0% | +7.9% |
| 30D | +16.9% | -14.5% | +31.4% | +20.5% |
| 3M | +40.4% | -10.6% | +51.0% | +41.8% |
| 6M | +267.1% | +65.5% | +201.5% | +222.0% |
| YTD | +329.1% | +67.0% | +262.1% | +271.7% |
| 1Y | +346.9% | +138.6% | +208.3% | +255.1% |
| 3Y | +696.6% | +421.8% | +274.8% | +418.0% |
| 5Y | +1,106.2% | +172.4% | +933.8% | +693.5% |
| All | +2,003.4% | +4,437.5% | -2,434.1% | +790.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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