+1,122.0%
DELL vs STM
+20.9%
+1,101.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +25.6% | +5.2% | +20.4% | +23.2% |
| 30D | +17.7% | -7.4% | +25.0% | +21.4% |
| 3M | +33.4% | -30.6% | +64.1% | +52.0% |
| 6M | +266.2% | +66.4% | +199.8% | +182.3% |
| YTD | +328.0% | +101.1% | +226.9% | +201.4% |
| 1Y | +339.6% | +97.4% | +242.2% | +207.8% |
| 3Y | +694.6% | +21.1% | +673.5% | +540.9% |
| 5Y | +1,122.0% | +22.5% | +1,099.5% | +806.0% |
| All | +1,122.0% | +20.9% | +1,101.1% | +806.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling