+81.4%
DAL vs SE
+366.0%
-284.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +8.8% | +2.0% | +6.8% | +8.5% |
| 30D | +5.4% | -20.0% | +25.4% | +9.6% |
| 3M | -4.9% | -31.8% | +26.8% | +1.3% |
| 6M | +19.8% | -15.9% | +35.7% | +22.4% |
| YTD | +27.0% | -40.6% | +67.6% | +37.0% |
| 1Y | +52.5% | -50.7% | +103.1% | +69.6% |
| 3Y | +173.8% | +70.3% | +103.6% | +141.4% |
| 5Y | +104.5% | -78.8% | +183.4% | +125.6% |
| All | +81.4% | +366.0% | -284.6% | +22.4% |
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