+392.2%
DAL vs SBAC
+591.4%
-199.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +3.0% |
| 7D | +8.8% | +1.2% | +7.6% | +8.2% |
| 30D | +5.4% | +11.2% | -5.8% | +0.1% |
| 3M | -4.9% | +4.5% | -9.4% | -7.3% |
| 6M | +19.8% | -12.2% | +32.0% | +24.7% |
| YTD | +27.0% | -0.1% | +27.1% | +21.6% |
| 1Y | +52.5% | -0.3% | +52.7% | +45.9% |
| 3Y | +173.8% | -8.7% | +182.6% | +160.8% |
| 5Y | +104.5% | -40.2% | +144.7% | +132.6% |
| 10Y | +129.7% | +97.3% | +32.4% | +16.0% |
| All | +392.2% | +591.4% | -199.2% | -1.0% |
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