+388.0%
DELL vs SPY
+78.1%
+309.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -6.4% |
| 7D | +4.9% | +2.6% | +2.3% | -0.1% |
| 30D | -32.1% | -2.0% | -30.1% | -28.1% |
| 3M | -30.2% | -2.8% | -27.5% | -24.4% |
| 6M | +41.7% | +2.1% | +39.6% | +41.4% |
| YTD | +176.6% | +11.5% | +165.1% | +136.7% |
| 1Y | +159.9% | +13.5% | +146.5% | +115.9% |
| 3Y | +388.0% | +77.7% | +310.3% | +104.7% |
| All | +388.0% | +78.1% | +309.9% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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