+3,922.7%
DELL vs SPG
+64.3%
+3,858.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.4% |
| 7D | -1.9% | -2.2% | +0.3% | -1.2% |
| 30D | +14.9% | -5.8% | +20.7% | +16.9% |
| 3M | +37.2% | -2.8% | +40.0% | +37.6% |
| 6M | +254.0% | +8.9% | +245.1% | +240.4% |
| YTD | +306.1% | +14.3% | +291.9% | +284.5% |
| 1Y | +312.3% | +19.5% | +292.8% | +283.8% |
| 3Y | +654.0% | +106.9% | +547.2% | +489.0% |
| 5Y | +1,055.3% | +108.7% | +946.6% | +793.2% |
| All | +3,922.7% | +64.3% | +3,858.4% | +2,893.2% |
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