+1,145.9%
DELL vs SPYG
+85.2%
+1,060.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +11.0% |
| 7D | +8.2% | -0.9% | +9.1% | +9.6% |
| 30D | +17.1% | -1.5% | +18.6% | +19.8% |
| 3M | +45.2% | +3.7% | +41.4% | +40.2% |
| 6M | +286.8% | +16.4% | +270.4% | +229.2% |
| YTD | +354.8% | +13.3% | +341.4% | +300.0% |
| 1Y | +358.3% | +17.9% | +340.4% | +286.4% |
| 3Y | +724.9% | +98.3% | +626.6% | +324.4% |
| All | +1,145.9% | +85.2% | +1,060.7% | +545.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling