+122.8%
DAL vs SM
+8.2%
+114.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +8.8% | -25.9% | +34.7% | +13.5% |
| 30D | +5.4% | -15.1% | +20.5% | +7.4% |
| 3M | -4.9% | +4.9% | -9.8% | -6.9% |
| 6M | +19.8% | +6.1% | +13.7% | +15.5% |
| YTD | +27.0% | +63.4% | -36.4% | +11.8% |
| 1Y | +52.5% | +72.5% | -20.0% | +32.7% |
| 3Y | +173.8% | -16.9% | +190.7% | +163.7% |
| 5Y | +104.5% | -10.6% | +115.2% | +86.6% |
| All | +122.8% | +8.2% | +114.6% | +20.8% |
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