+2,876.0%
DELL vs SPG
+114.5%
+2,761.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +17.1% | +3.1% | +14.0% | +16.0% |
| 30D | -35.1% | +16.4% | -51.5% | -38.3% |
| 3M | -23.3% | +7.1% | -30.3% | -25.2% |
| 6M | +55.8% | +16.1% | +39.7% | +46.8% |
| YTD | +198.0% | +30.4% | +167.5% | +169.7% |
| 1Y | +166.6% | +33.0% | +133.6% | +139.7% |
| 3Y | +427.6% | +134.6% | +293.0% | +294.6% |
| 5Y | +630.6% | +84.9% | +545.7% | +477.7% |
| All | +2,876.0% | +114.5% | +2,761.5% | +2,042.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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