+99.3%
DAL vs SNY
-9.4%
+108.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | +0.8% | -3.6% | +4.4% | +1.9% |
| 30D | -11.7% | -1.4% | -10.3% | -11.4% |
| 3M | -2.7% | -4.2% | +1.5% | -1.6% |
| 6M | +30.7% | +2.0% | +28.7% | +30.1% |
| YTD | +14.4% | -6.7% | +21.0% | +16.3% |
| 1Y | +31.2% | -4.7% | +35.9% | +32.4% |
| All | +99.3% | -9.4% | +108.8% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling