+358.3%
DELL vs SPG
+19.1%
+339.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.9% | +12.0% |
| 7D | +8.2% | -1.2% | +9.4% | +7.8% |
| 30D | +17.1% | -6.1% | +23.2% | +14.6% |
| 3M | +45.2% | -3.6% | +48.8% | +41.3% |
| 6M | +286.8% | +10.4% | +276.4% | +271.4% |
| YTD | +354.8% | +14.4% | +340.4% | +339.3% |
| 1Y | +358.3% | +16.5% | +341.7% | +337.9% |
| All | +358.3% | +19.1% | +339.2% | +337.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling