+961.3%
DELL vs SN
+476.8%
+484.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.3% |
| 7D | +8.7% | -3.4% | +12.1% | +9.9% |
| 30D | +16.9% | -9.1% | +26.0% | +20.3% |
| 3M | +40.4% | +31.8% | +8.7% | +28.4% |
| 6M | +267.1% | +52.0% | +215.0% | +218.7% |
| YTD | +329.1% | +51.3% | +277.8% | +270.3% |
| 1Y | +346.9% | +46.9% | +300.1% | +287.0% |
| 3Y | +696.6% | +394.9% | +301.7% | +458.7% |
| All | +961.3% | +476.8% | +484.5% | +642.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling