+98.5%
DAL vs SBAC
-8.8%
+107.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | -13.9% | +6.9% | -20.8% | -14.0% |
| 3M | +1.1% | -8.2% | +9.3% | +1.5% |
| 6M | +26.2% | -1.6% | +27.9% | +26.7% |
| YTD | +16.4% | -0.1% | +16.5% | +16.7% |
| 1Y | +33.9% | -0.5% | +34.3% | +34.2% |
| All | +98.5% | -8.8% | +107.3% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling