+121.4%
DAL vs SBAC
+109.8%
+11.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | +2.3% | -2.8% | +5.1% | +2.9% |
| 30D | +14.3% | +3.1% | +11.2% | +13.6% |
| 3M | +1.3% | +5.1% | -3.9% | +0.2% |
| 6M | +29.3% | -11.4% | +40.7% | +31.6% |
| YTD | +33.0% | +0.2% | +32.8% | +31.1% |
| 1Y | +59.8% | -3.9% | +63.8% | +59.0% |
| 3Y | +177.2% | -7.7% | +184.8% | +172.6% |
| 5Y | +118.4% | -39.7% | +158.1% | +136.8% |
| 10Y | +121.4% | +111.9% | +9.5% | +84.7% |
| All | +121.4% | +109.8% | +11.6% | +84.7% |
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