+2,294.9%
STX vs DELL
+2,919.4%
-624.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.6% | +0.4% |
| 7D | -17.3% | -18.1% | +0.8% | -10.4% |
| 30D | -35.9% | -42.9% | +6.9% | -20.9% |
| 3M | -37.3% | -26.9% | -10.5% | -30.7% |
| 6M | -35.8% | +28.8% | -64.6% | -44.3% |
| YTD | +82.7% | +168.4% | -85.7% | +16.2% |
| 1Y | +71.6% | +136.8% | -65.2% | +14.4% |
| 3Y | +635.3% | +375.3% | +259.9% | +227.0% |
| 5Y | +483.8% | +551.0% | -67.2% | +116.5% |
| 10Y | +1,967.8% | +2,566.3% | -598.5% | +306.5% |
| All | +2,294.9% | +2,919.4% | -624.5% | +350.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling