+584.1%
DELL vs SN
+671.3%
-87.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.8% | -10.0% | -8.0% |
| 7D | +4.9% | +1.5% | +3.3% | +4.4% |
| 30D | -32.1% | +21.5% | -53.6% | -36.0% |
| 3M | -30.2% | +20.0% | -50.3% | -34.1% |
| 6M | +41.7% | +119.9% | -78.2% | +10.5% |
| YTD | +176.6% | +102.3% | +74.3% | +118.0% |
| 1Y | +159.9% | +148.0% | +11.9% | +90.9% |
| 3Y | +388.0% | +450.0% | -62.0% | +216.7% |
| All | +584.1% | +671.3% | -87.2% | +337.0% |
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