+100.0%
DAL vs SN
+647.0%
-547.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.1% | +3.0% | +5.6% |
| 7D | +11.1% | +10.6% | +0.4% | +6.9% |
| 30D | +7.7% | +20.0% | -12.3% | +0.6% |
| 3M | -3.5% | +30.4% | -33.9% | -13.3% |
| 6M | +31.3% | +91.0% | -59.7% | +1.6% |
| YTD | +30.0% | +95.9% | -66.0% | -1.1% |
| 1Y | +62.1% | +158.9% | -96.8% | +11.3% |
| 3Y | +176.6% | +391.8% | -215.2% | +75.3% |
| All | +100.0% | +647.0% | -547.0% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling