+4,681.2%
DELL vs SM
+21.0%
+4,660.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.8% |
| 7D | +14.9% | +0.1% | +14.8% | +14.8% |
| 30D | +13.3% | +26.3% | -13.0% | +9.7% |
| 3M | +24.4% | +8.7% | +15.7% | +22.3% |
| 6M | +258.0% | +51.7% | +206.3% | +234.2% |
| YTD | +320.2% | +99.0% | +221.1% | +278.8% |
| 1Y | +319.1% | +34.6% | +284.5% | +295.7% |
| 3Y | +706.5% | -7.8% | +714.3% | +686.8% |
| 5Y | +1,071.9% | +104.8% | +967.1% | +932.0% |
| 10Y | +4,683.5% | +7.2% | +4,676.2% | +3,205.7% |
| All | +4,681.2% | +21.0% | +4,660.2% | +3,145.0% |
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