+2,876.0%
DELL vs SM
+18.2%
+2,857.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.8% | -1.4% |
| 7D | +17.1% | +10.6% | +6.5% | +15.6% |
| 30D | -35.1% | -15.0% | -20.1% | -33.7% |
| 3M | -23.3% | +1.7% | -25.0% | -23.8% |
| 6M | +55.8% | +5.9% | +49.9% | +53.0% |
| YTD | +198.0% | +79.0% | +119.0% | +171.3% |
| 1Y | +166.6% | +84.7% | +81.9% | +141.5% |
| 3Y | +427.6% | -3.5% | +431.1% | +412.6% |
| 5Y | +630.6% | +4.9% | +625.7% | +588.6% |
| All | +2,876.0% | +18.2% | +2,857.8% | +1,929.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling