+429.3%
DELL vs SPG
+137.4%
+291.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.1% | +11.6% | +11.7% |
| 7D | +0.4% | +2.7% | -2.4% | -0.4% |
| 30D | -35.1% | +16.6% | -51.7% | -38.2% |
| 3M | -15.1% | +8.1% | -23.2% | -17.2% |
| 6M | +51.7% | +19.3% | +32.4% | +39.3% |
| YTD | +200.0% | +31.1% | +168.9% | +161.7% |
| 1Y | +172.1% | +32.8% | +139.4% | +135.6% |
| All | +429.3% | +137.4% | +291.9% | +353.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling