+143.3%
DELL vs SN
+156.5%
-13.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.1% | -12.9% | -9.2% |
| 7D | -24.6% | +10.6% | -35.2% | -25.4% |
| 30D | -32.5% | +20.0% | -52.5% | -33.9% |
| 3M | -20.2% | +30.4% | -50.6% | -22.1% |
| 6M | +76.5% | +91.0% | -14.5% | +62.2% |
| YTD | +198.9% | +95.9% | +103.0% | +163.7% |
| 1Y | +143.3% | +158.9% | -15.6% | +97.2% |
| All | +143.3% | +156.5% | -13.1% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling