+91.3%
DAL vs SN
+639.7%
-548.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.4% | -4.0% |
| 7D | +4.6% | +3.8% | +0.7% | +3.2% |
| 30D | +2.3% | +17.5% | -15.2% | -3.7% |
| 3M | -8.1% | +19.2% | -27.3% | -14.4% |
| 6M | +21.4% | +84.9% | -63.5% | -4.9% |
| YTD | +24.3% | +94.0% | -69.7% | -5.0% |
| 1Y | +47.4% | +151.3% | -104.0% | +2.3% |
| 3Y | +164.6% | +387.1% | -222.4% | +68.3% |
| All | +91.3% | +639.7% | -548.4% | +20.9% |
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