+939.3%
DELL vs SN
+490.7%
+448.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +14.9% | -9.3% | +24.2% | +18.4% |
| 30D | +13.3% | -4.8% | +18.1% | +15.1% |
| 3M | +24.4% | +40.4% | -16.0% | +11.4% |
| 6M | +258.0% | +50.9% | +207.1% | +211.7% |
| YTD | +320.2% | +54.9% | +265.2% | +260.1% |
| 1Y | +319.1% | +43.0% | +276.0% | +266.8% |
| 3Y | +706.5% | +391.8% | +314.7% | +462.6% |
| All | +939.3% | +490.7% | +448.6% | +621.7% |
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