+2,662.4%
DELL vs STM
+470.7%
+2,191.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.6% | -7.8% | -7.4% |
| 7D | +4.9% | +12.0% | -7.1% | +0.1% |
| 30D | -32.1% | -0.4% | -31.7% | -31.4% |
| 3M | -30.2% | -13.2% | -17.0% | -25.5% |
| 6M | +41.7% | -26.1% | +67.8% | +56.5% |
| YTD | +176.6% | +81.2% | +95.4% | +109.5% |
| 1Y | +159.9% | +98.3% | +61.6% | +89.5% |
| 3Y | +388.0% | +16.7% | +371.2% | +315.0% |
| 5Y | +578.2% | -4.8% | +583.0% | +498.3% |
| All | +2,662.4% | +470.7% | +2,191.7% | +1,179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling