+104.3%
DAL vs SAN
+270.1%
-165.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -1.1% | +4.0% | -5.1% | -3.3% |
| 30D | +12.8% | -7.8% | +20.7% | +18.2% |
| 3M | -5.3% | -16.4% | +11.1% | +5.0% |
| 6M | +22.4% | +3.5% | +18.8% | +19.1% |
| YTD | +25.6% | +6.7% | +18.9% | +18.6% |
| 1Y | +45.5% | +14.5% | +31.0% | +31.6% |
| 3Y | +161.0% | +243.5% | -82.6% | +16.0% |
| 5Y | +112.2% | +296.2% | -184.0% | -17.3% |
| All | +104.3% | +270.1% | -165.8% | -27.1% |
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