+3,313.5%
DELL vs SPGI
+359.1%
+2,954.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.4% | +11.4% | +11.6% |
| 7D | +0.4% | -1.4% | +1.7% | +1.2% |
| 30D | -35.1% | +15.3% | -50.4% | -39.9% |
| 3M | -15.1% | +16.5% | -31.7% | -22.4% |
| 6M | +51.7% | +19.8% | +31.9% | +34.5% |
| YTD | +200.0% | -3.2% | +203.2% | +195.3% |
| 1Y | +172.1% | +1.8% | +170.3% | +159.5% |
| 3Y | +431.2% | +30.6% | +400.6% | +333.2% |
| 5Y | +633.1% | +16.0% | +617.1% | +527.8% |
| 10Y | +2,886.3% | +338.6% | +2,547.8% | +1,169.2% |
| All | +3,313.5% | +359.1% | +2,954.3% | +1,317.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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