+694.6%
DELL vs SN
+430.5%
+264.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.5% |
| 7D | +25.6% | +0.1% | +25.5% | +25.6% |
| 30D | +17.7% | -5.6% | +23.3% | +20.1% |
| 3M | +33.4% | +48.1% | -14.6% | +15.2% |
| 6M | +266.2% | +57.6% | +208.6% | +207.5% |
| YTD | +328.0% | +56.5% | +271.5% | +256.9% |
| 1Y | +339.6% | +52.6% | +287.0% | +267.6% |
| 3Y | +694.6% | +412.0% | +282.6% | +395.0% |
| All | +694.6% | +430.5% | +264.1% | +395.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling