+381.8%
DAL vs SBAC
+604.8%
-222.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.8% |
| 7D | +4.6% | +4.4% | +0.1% | +2.6% |
| 30D | +2.3% | +13.8% | -11.5% | -3.8% |
| 3M | -8.1% | +9.0% | -17.1% | -12.1% |
| 6M | +21.4% | -10.0% | +31.4% | +25.1% |
| YTD | +24.3% | +1.8% | +22.5% | +18.1% |
| 1Y | +47.4% | +1.1% | +46.2% | +40.2% |
| 3Y | +164.6% | -9.5% | +174.1% | +153.5% |
| 5Y | +100.2% | -39.0% | +139.2% | +125.8% |
| 10Y | +124.9% | +101.1% | +23.7% | +12.6% |
| All | +381.8% | +604.8% | -222.9% | -3.9% |
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 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