+958.6%
DELL vs SN
+496.6%
+461.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.6% |
| 7D | +25.6% | +0.1% | +25.5% | +25.6% |
| 30D | +17.7% | -5.6% | +23.3% | +19.8% |
| 3M | +33.4% | +48.1% | -14.6% | +17.4% |
| 6M | +266.2% | +57.6% | +208.6% | +214.5% |
| YTD | +328.0% | +56.5% | +271.5% | +265.7% |
| 1Y | +339.6% | +52.6% | +287.0% | +276.3% |
| 3Y | +694.6% | +412.0% | +282.6% | +451.7% |
| All | +958.6% | +496.6% | +461.9% | +632.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling