+697.3%
DELL vs STM
+23.1%
+674.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.8% |
| 7D | +14.9% | +5.8% | +9.1% | +12.5% |
| 30D | +13.3% | -1.0% | +14.3% | +13.7% |
| 3M | +24.4% | -33.3% | +57.7% | +42.9% |
| 6M | +258.0% | +57.4% | +200.6% | +183.5% |
| YTD | +320.2% | +102.2% | +218.0% | +196.4% |
| 1Y | +319.1% | +99.6% | +219.5% | +192.7% |
| All | +697.3% | +23.1% | +674.2% | +549.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling