+1,106.2%
DELL vs SM
+119.2%
+987.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +8.7% | -0.2% | +9.0% | +8.8% |
| 30D | +16.9% | +20.3% | -3.4% | +11.3% |
| 3M | +40.4% | +22.9% | +17.5% | +31.5% |
| 6M | +267.1% | +47.8% | +219.2% | +221.4% |
| YTD | +329.1% | +107.5% | +221.6% | +242.0% |
| 1Y | +346.9% | +51.7% | +295.2% | +284.1% |
| 3Y | +696.6% | -0.9% | +697.5% | +634.3% |
| 5Y | +1,106.2% | +112.2% | +993.9% | +816.1% |
| All | +1,106.2% | +119.2% | +987.0% | +816.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling