+3,922.7%
DELL vs SM
+23.2%
+3,899.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.9% | -5.4% |
| 7D | -1.9% | +2.1% | -4.0% | -2.2% |
| 30D | +14.9% | +18.1% | -3.2% | +12.3% |
| 3M | +37.2% | +17.0% | +20.2% | +33.6% |
| 6M | +254.0% | +55.4% | +198.6% | +229.5% |
| YTD | +306.1% | +108.6% | +197.6% | +263.9% |
| 1Y | +312.3% | +45.7% | +266.6% | +285.3% |
| 3Y | +654.0% | -0.3% | +654.4% | +628.6% |
| 5Y | +1,055.3% | +113.0% | +942.3% | +911.8% |
| All | +3,922.7% | +23.2% | +3,899.5% | +2,592.6% |
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