+678.3%
DELL vs SPY
+76.5%
+601.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +1.1% |
| 7D | +8.7% | -0.4% | +9.1% | +9.5% |
| 30D | +16.9% | -1.4% | +18.3% | +20.4% |
| 3M | +40.4% | +3.7% | +36.7% | +32.4% |
| 6M | +267.1% | +13.0% | +254.1% | +199.4% |
| YTD | +329.1% | +12.4% | +316.7% | +255.1% |
| 1Y | +346.9% | +18.5% | +328.4% | +237.4% |
| All | +678.3% | +76.5% | +601.8% | +240.9% |
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