+105.0%
DAL vs SM
+18.2%
+86.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.2% | -10.4% | -6.0% |
| 7D | +1.4% | +10.6% | -9.2% | -0.3% |
| 30D | +9.1% | -15.0% | +24.0% | +11.0% |
| 3M | -3.5% | +1.7% | -5.2% | -5.0% |
| 6M | +23.4% | +5.9% | +17.5% | +19.1% |
| YTD | +26.0% | +79.0% | -53.0% | +9.3% |
| 1Y | +44.6% | +84.7% | -40.0% | +24.6% |
| 3Y | +162.7% | -3.5% | +166.2% | +146.9% |
| 5Y | +113.0% | +4.9% | +108.0% | +89.3% |
| All | +105.0% | +18.2% | +86.9% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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