+351.3%
DAL vs SBAC
+591.5%
-240.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | -13.9% | +6.9% | -20.8% | -16.6% |
| 3M | +1.1% | -8.2% | +9.3% | +4.0% |
| 6M | +26.2% | -1.6% | +27.9% | +23.4% |
| YTD | +16.4% | -0.1% | +16.5% | +12.1% |
| 1Y | +33.9% | -0.5% | +34.3% | +28.7% |
| 3Y | +93.4% | -9.1% | +102.4% | +85.0% |
| 5Y | +106.4% | -43.8% | +150.1% | +143.1% |
| 10Y | +143.0% | +80.5% | +62.4% | +30.1% |
| All | +351.3% | +591.5% | -240.2% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling