+101.5%
DAL vs SN
+419.0%
-317.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | +0.1% | -9.3% | +9.5% | +4.3% |
| 30D | -13.9% | -4.8% | -9.1% | -12.3% |
| 3M | +1.1% | +40.4% | -39.3% | -13.8% |
| 6M | +26.2% | +50.9% | -24.7% | +3.7% |
| YTD | +16.4% | +54.9% | -38.5% | -6.0% |
| 1Y | +33.9% | +43.0% | -9.2% | +11.3% |
| All | +101.5% | +419.0% | -317.5% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling