+1,106.2%
DELL vs SPY
+81.0%
+1,025.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +1.0% |
| 7D | +8.7% | -0.4% | +9.1% | +9.4% |
| 30D | +16.9% | -1.4% | +18.3% | +19.7% |
| 3M | +40.4% | +3.7% | +36.7% | +34.1% |
| 6M | +267.1% | +13.0% | +254.1% | +212.2% |
| YTD | +329.1% | +12.4% | +316.7% | +269.4% |
| 1Y | +346.9% | +18.5% | +328.4% | +258.4% |
| 3Y | +696.6% | +77.6% | +619.0% | +301.7% |
| 5Y | +1,106.2% | +81.7% | +1,024.5% | +487.3% |
| All | +1,106.2% | +81.0% | +1,025.2% | +487.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling