+661.4%
DELL vs SMR
-53.6%
+715.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.3% | -3.9% | -6.8% |
| 7D | +4.9% | -8.3% | +13.1% | +6.0% |
| 30D | -32.1% | -20.1% | -12.0% | -30.1% |
| 3M | -30.2% | -52.7% | +22.5% | -24.2% |
| 6M | +41.7% | -61.0% | +102.7% | +56.2% |
| YTD | +176.6% | -67.1% | +243.7% | +205.3% |
| 1Y | +159.9% | -79.9% | +239.8% | +200.7% |
| 3Y | +388.0% | +101.7% | +286.2% | +338.1% |
| All | +661.4% | -53.6% | +715.0% | +707.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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