+3,047.2%
DELL vs SPG
+85.0%
+2,962.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.3% | -6.9% | -7.1% |
| 7D | +4.9% | +2.0% | +2.9% | +4.3% |
| 30D | -32.1% | +17.2% | -49.3% | -35.6% |
| 3M | -30.2% | +6.3% | -36.6% | -31.8% |
| 6M | +41.7% | +18.7% | +23.0% | +32.6% |
| YTD | +176.6% | +30.1% | +146.5% | +150.7% |
| 1Y | +159.9% | +32.8% | +127.2% | +134.0% |
| 3Y | +388.0% | +133.6% | +254.4% | +266.1% |
| 5Y | +578.2% | +84.4% | +493.8% | +437.5% |
| 10Y | +2,653.4% | +114.3% | +2,539.1% | +1,872.2% |
| All | +3,047.2% | +85.0% | +2,962.2% | +2,262.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling