+52.5%
DAL vs SAN
+16.7%
+35.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.4% |
| 7D | +8.8% | +4.9% | +3.9% | +6.0% |
| 30D | +5.4% | -13.0% | +18.4% | +13.3% |
| 3M | -4.9% | -18.9% | +13.9% | +6.1% |
| 6M | +19.8% | -4.1% | +24.0% | +21.0% |
| YTD | +27.0% | +2.6% | +24.4% | +21.6% |
| 1Y | +52.5% | +16.9% | +35.5% | +33.2% |
| All | +52.5% | +16.7% | +35.7% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling