+375.2%
DELL vs STM
+4.4%
+370.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.8% | +1.7% |
| 7D | -22.6% | -10.7% | -11.8% | -18.1% |
| 30D | -43.2% | -25.7% | -17.4% | -35.0% |
| 3M | -24.8% | -21.6% | -3.3% | -16.1% |
| 6M | +38.0% | -27.8% | +65.8% | +53.7% |
| YTD | +163.7% | +61.8% | +102.0% | +104.8% |
| 1Y | +122.5% | +78.1% | +44.4% | +65.2% |
| All | +375.2% | +4.4% | +370.8% | +319.8% |
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