+3,047.2%
DELL vs SM
+8.7%
+3,038.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.1% | -7.1% | -7.2% |
| 7D | +4.9% | +9.4% | -4.5% | +3.6% |
| 30D | -32.1% | -14.4% | -17.7% | -30.7% |
| 3M | -30.2% | +1.6% | -31.8% | -30.7% |
| 6M | +41.7% | +6.3% | +35.4% | +39.1% |
| YTD | +176.6% | +78.8% | +97.8% | +152.2% |
| 1Y | +159.9% | +83.1% | +76.8% | +136.0% |
| 3Y | +388.0% | -5.9% | +393.9% | +375.6% |
| 5Y | +578.2% | +4.8% | +573.4% | +539.8% |
| 10Y | +2,653.4% | +17.5% | +2,635.9% | +1,780.0% |
| All | +3,047.2% | +8.7% | +3,038.5% | +2,060.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling