+636.7%
DELL vs SPYM
+75.9%
+560.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -4.2% |
| 7D | -1.9% | -2.0% | +0.1% | +2.0% |
| 30D | +14.9% | -1.6% | +16.5% | +19.1% |
| 3M | +37.2% | +4.7% | +32.5% | +26.8% |
| 6M | +254.0% | +12.6% | +241.4% | +189.3% |
| YTD | +306.1% | +11.8% | +294.4% | +237.9% |
| 1Y | +312.3% | +17.5% | +294.7% | +213.5% |
| All | +636.7% | +75.9% | +560.8% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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