+143.3%
DELL vs SPYG
+10.8%
+132.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.3% | -10.1% | -11.0% |
| 7D | -24.6% | -2.8% | -21.8% | -20.5% |
| 30D | -32.5% | -6.2% | -26.3% | -24.0% |
| 3M | -20.2% | -3.6% | -16.6% | -13.6% |
| 6M | +76.5% | +4.8% | +71.7% | +74.8% |
| YTD | +198.9% | +11.0% | +187.9% | +185.3% |
| 1Y | +143.3% | +11.2% | +132.1% | +133.1% |
| All | +143.3% | +10.8% | +132.5% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling