+125.6%
DAL vs SBAC
+103.9%
+21.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | +10.7% | +3.6% | +7.1% | +10.0% |
| 30D | +12.5% | +4.9% | +7.6% | +11.5% |
| 3M | +3.6% | +6.5% | -2.8% | +2.3% |
| 6M | +26.7% | -11.1% | +37.9% | +29.0% |
| YTD | +34.3% | +0.9% | +33.3% | +32.2% |
| 1Y | +59.1% | -1.6% | +60.7% | +57.5% |
| 3Y | +179.9% | -7.0% | +186.8% | +174.8% |
| 5Y | +119.1% | -39.2% | +158.4% | +137.3% |
| 10Y | +125.6% | +111.4% | +14.3% | +89.3% |
| All | +125.6% | +103.9% | +21.7% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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