+51.7%
DELL vs SM
+4.1%
+47.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +5.6% | +6.2% | +11.5% |
| 7D | +0.4% | +0.3% | 0.0% | +0.2% |
| 30D | -35.1% | -17.3% | -17.8% | -35.5% |
| 3M | -15.1% | -3.6% | -11.6% | -13.9% |
| 6M | +51.7% | +2.9% | +48.8% | +57.2% |
| All | +51.7% | +4.1% | +47.7% | +57.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling