+587.6%
DELL vs SN
+681.9%
-94.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.5% | +4.6% |
| 7D | -11.8% | +7.6% | -19.5% | -13.7% |
| 30D | -40.8% | +24.1% | -64.9% | -44.6% |
| 3M | -23.6% | +23.7% | -47.3% | -28.4% |
| 6M | +33.4% | +105.5% | -72.2% | +6.2% |
| YTD | +178.0% | +105.1% | +72.9% | +118.4% |
| 1Y | +138.6% | +148.3% | -9.7% | +75.4% |
| 3Y | +400.9% | +438.7% | -37.8% | +224.5% |
| All | +587.6% | +681.9% | -94.3% | +337.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling