+4,177.7%
DELL vs STM
+656.4%
+3,521.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +8.7% | +1.7% | +7.1% | +8.1% |
| 30D | +16.9% | -5.2% | +22.0% | +19.4% |
| 3M | +40.4% | -29.6% | +70.0% | +58.6% |
| 6M | +267.1% | +54.4% | +212.7% | +197.3% |
| YTD | +329.1% | +99.5% | +229.6% | +210.8% |
| 1Y | +346.9% | +100.8% | +246.2% | +219.1% |
| 3Y | +696.6% | +20.2% | +676.5% | +562.9% |
| 5Y | +1,106.2% | +21.1% | +1,085.0% | +858.9% |
| 10Y | +4,177.7% | +664.5% | +3,513.2% | +1,640.1% |
| All | +4,177.7% | +656.4% | +3,521.3% | +1,640.1% |
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