+381.8%
DAL vs SM
-8.4%
+390.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.6% | +0.3% | -3.6% |
| 7D | +4.6% | -25.1% | +29.7% | +8.8% |
| 30D | +2.3% | -15.6% | +17.9% | +4.3% |
| 3M | -8.1% | +2.7% | -10.8% | -9.7% |
| 6M | +21.4% | -3.8% | +25.3% | +19.0% |
| YTD | +24.3% | +61.8% | -37.5% | +10.3% |
| 1Y | +47.4% | +71.4% | -24.0% | +29.3% |
| 3Y | +164.6% | -20.7% | +185.3% | +157.6% |
| 5Y | +100.2% | -11.5% | +111.7% | +83.9% |
| 10Y | +124.9% | +10.2% | +114.7% | +40.6% |
| All | +381.8% | -8.4% | +390.3% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling