+1,055.3%
DELL vs SRE
+46.9%
+1,008.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.2% | -5.0% |
| 7D | -1.9% | -0.7% | -1.2% | -1.7% |
| 30D | +14.9% | -1.7% | +16.6% | +15.3% |
| 3M | +37.2% | -7.1% | +44.3% | +39.8% |
| 6M | +254.0% | -8.4% | +262.4% | +260.9% |
| YTD | +306.1% | -3.5% | +309.7% | +307.7% |
| 1Y | +312.3% | +5.4% | +306.9% | +302.5% |
| 3Y | +654.0% | +29.5% | +624.5% | +576.4% |
| 5Y | +1,055.3% | +48.3% | +1,007.0% | +914.8% |
| All | +1,055.3% | +46.9% | +1,008.4% | +914.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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