+1,103.1%
DELL vs SPG
+109.1%
+994.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.3% |
| 7D | +25.6% | 0.0% | +25.6% | +25.6% |
| 30D | +17.7% | -4.9% | +22.6% | +20.4% |
| 3M | +33.4% | +3.3% | +30.1% | +29.4% |
| 6M | +266.2% | +11.2% | +255.0% | +238.8% |
| YTD | +328.0% | +17.1% | +310.9% | +285.0% |
| 1Y | +339.6% | +21.6% | +318.0% | +285.4% |
| 3Y | +694.6% | +111.9% | +582.7% | +406.9% |
| All | +1,103.1% | +109.1% | +994.0% | +627.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling