+3,343.4%
STX vs DELL
+4,530.0%
-1,186.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +12.0% | -15.7% | -8.1% |
| 7D | -2.3% | +8.2% | -10.5% | -5.5% |
| 30D | -5.5% | +17.1% | -22.6% | -11.8% |
| 3M | -4.3% | +45.2% | -49.5% | -17.8% |
| 6M | +115.6% | +286.8% | -171.2% | +22.7% |
| YTD | +202.2% | +354.8% | -152.6% | +58.5% |
| 1Y | +325.3% | +358.3% | -33.0% | +120.3% |
| 3Y | +1,283.9% | +724.9% | +559.0% | +401.4% |
| 5Y | +1,048.3% | +1,193.7% | -145.4% | +228.0% |
| All | +3,343.4% | +4,530.0% | -1,186.6% | +457.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 DELL 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