+4,770.1%
DELL vs SRE
+123.3%
+4,646.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.3% |
| 7D | +25.6% | +1.4% | +24.2% | +25.0% |
| 30D | +17.7% | +1.9% | +15.8% | +16.6% |
| 3M | +33.4% | -3.3% | +36.7% | +34.5% |
| 6M | +266.2% | -6.4% | +272.6% | +271.8% |
| YTD | +328.0% | -1.8% | +329.8% | +327.3% |
| 1Y | +339.6% | +10.7% | +328.8% | +319.6% |
| 3Y | +694.6% | +31.8% | +662.8% | +593.7% |
| 5Y | +1,122.0% | +49.2% | +1,072.8% | +908.0% |
| 10Y | +4,062.5% | +118.5% | +3,943.9% | +3,007.2% |
| All | +4,770.1% | +123.3% | +4,646.8% | +3,515.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling