+105.7%
DAL vs SN
+681.9%
-576.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.9% | +2.3% | +4.2% |
| 7D | +10.0% | +7.6% | +2.4% | +7.1% |
| 30D | +12.0% | +24.1% | -12.0% | +3.3% |
| 3M | +0.8% | +23.7% | -22.9% | -7.3% |
| 6M | +26.2% | +105.5% | -79.3% | -5.0% |
| YTD | +33.7% | +105.1% | -71.4% | 0.0% |
| 1Y | +57.6% | +148.3% | -90.7% | +9.9% |
| 3Y | +183.5% | +438.7% | -255.2% | +76.2% |
| All | +105.7% | +681.9% | -576.2% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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