+1,972.8%
STX vs DELL
+2,653.9%
-681.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.2% | +4.1% | -0.3% |
| 7D | +14.6% | +4.9% | +9.7% | +12.7% |
| 30D | -26.0% | -32.1% | +6.1% | -14.0% |
| 3M | -42.6% | -30.2% | -12.4% | -35.4% |
| 6M | -35.3% | +41.7% | -77.0% | -45.8% |
| YTD | +92.5% | +176.6% | -84.1% | +20.9% |
| 1Y | +102.4% | +159.9% | -57.5% | +29.9% |
| 3Y | +673.8% | +388.0% | +285.9% | +240.0% |
| 5Y | +463.1% | +578.2% | -115.1% | +104.8% |
| All | +1,972.8% | +2,653.9% | -681.1% | +258.2% |
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