+90.0%
DAL vs SE
+355.3%
-265.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.3% |
| 7D | +2.3% | -7.7% | +10.1% | +3.8% |
| 30D | +14.3% | -22.8% | +37.1% | +19.6% |
| 3M | +1.3% | -43.7% | +45.0% | +12.0% |
| 6M | +29.3% | -12.8% | +42.1% | +31.2% |
| YTD | +33.0% | -42.0% | +75.0% | +44.1% |
| 1Y | +59.8% | -48.0% | +107.9% | +76.2% |
| 3Y | +177.2% | +62.7% | +114.5% | +146.3% |
| 5Y | +118.4% | -77.8% | +196.2% | +139.7% |
| All | +90.0% | +355.3% | -265.3% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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