+143.3%
DELL vs SM
+70.4%
+73.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -15.3% | +6.5% | -7.5% |
| 7D | -24.6% | -21.5% | -3.1% | -23.2% |
| 30D | -32.5% | -11.4% | -21.1% | -31.5% |
| 3M | -20.2% | +0.6% | -20.8% | -20.6% |
| 6M | +76.5% | +0.2% | +76.2% | +75.0% |
| YTD | +198.9% | +69.7% | +129.3% | +142.1% |
| 1Y | +143.3% | +71.6% | +71.8% | +98.3% |
| All | +143.3% | +70.4% | +73.0% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling