+55.8%
DELL vs SPG
+16.3%
+39.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -1.3% |
| 7D | +17.1% | +3.1% | +14.0% | +22.0% |
| 30D | -35.1% | +16.4% | -51.5% | -18.8% |
| 3M | -23.3% | +7.1% | -30.3% | -14.8% |
| 6M | +55.8% | +16.1% | +39.7% | +110.3% |
| All | +55.8% | +16.3% | +39.5% | +110.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling