+105.0%
DAL vs SBAC
+111.6%
-6.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.1% | -5.0% |
| 7D | +1.4% | -2.7% | +4.1% | +1.9% |
| 30D | +9.1% | +3.3% | +5.8% | +8.4% |
| 3M | -3.5% | +3.3% | -6.8% | -4.2% |
| 6M | +23.4% | -10.9% | +34.3% | +25.5% |
| YTD | +26.0% | -1.0% | +27.0% | +24.6% |
| 1Y | +44.6% | -4.5% | +49.1% | +44.0% |
| 3Y | +162.7% | -8.7% | +171.5% | +158.9% |
| 5Y | +113.0% | -40.6% | +153.6% | +131.7% |
| All | +105.0% | +111.6% | -6.6% | +66.2% |
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