+134.2%
DAL vs SNY
+64.5%
+69.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -0.3% | -3.3% | +3.0% | +1.0% |
| 30D | -11.1% | -2.2% | -9.0% | -10.4% |
| 3M | -2.1% | -3.0% | +0.9% | -1.2% |
| 6M | +35.8% | +2.7% | +33.1% | +34.2% |
| YTD | +16.0% | -6.8% | +22.9% | +19.0% |
| 1Y | +33.7% | -5.3% | +38.9% | +35.6% |
| 3Y | +102.3% | -9.8% | +112.1% | +103.5% |
| 5Y | +110.3% | +9.7% | +100.7% | +88.4% |
| All | +134.2% | +64.5% | +69.7% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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