+4,782.6%
DELL vs SPYG
+407.9%
+4,374.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.7% |
| 7D | +8.7% | +0.3% | +8.4% | +8.4% |
| 30D | +16.9% | -1.7% | +18.6% | +19.5% |
| 3M | +40.4% | +3.6% | +36.8% | +36.2% |
| 6M | +267.1% | +16.6% | +250.5% | +215.3% |
| YTD | +329.1% | +13.4% | +315.7% | +280.5% |
| 1Y | +346.9% | +19.6% | +327.3% | +275.5% |
| 3Y | +696.6% | +99.8% | +596.9% | +316.3% |
| 5Y | +1,106.2% | +85.0% | +1,021.2% | +570.3% |
| 10Y | +4,177.7% | +422.1% | +3,755.6% | +747.0% |
| All | +4,782.6% | +407.9% | +4,374.6% | +892.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling