+21.4%
DAL vs SAN
+3.5%
+17.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -4.0% |
| 7D | +4.6% | +3.5% | +1.1% | +2.3% |
| 30D | +2.3% | -13.2% | +15.5% | +11.5% |
| 3M | -8.1% | -16.9% | +8.9% | +3.3% |
| 6M | +21.4% | +2.3% | +19.1% | +10.9% |
| All | +21.4% | +3.5% | +17.9% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling