+145.3%
DAL vs SAN
+345.3%
-200.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.3% |
| 7D | +0.1% | +1.8% | -1.6% | -0.9% |
| 30D | -13.9% | +2.0% | -15.9% | -14.9% |
| 3M | +1.1% | +19.7% | -18.6% | -9.4% |
| 6M | +26.2% | +30.6% | -4.4% | +7.2% |
| YTD | +16.4% | +28.8% | -12.4% | -1.3% |
| 1Y | +33.9% | +57.8% | -23.9% | +0.1% |
| 3Y | +93.4% | +338.1% | -244.7% | -24.9% |
| 5Y | +106.4% | +384.2% | -277.9% | -28.0% |
| All | +145.3% | +345.3% | -200.1% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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