+98.6%
DAL vs SNY
+7.6%
+91.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | +0.8% | -3.6% | +4.4% | +2.0% |
| 30D | -11.7% | -1.4% | -10.3% | -11.3% |
| 3M | -2.7% | -4.2% | +1.5% | -1.5% |
| 6M | +30.7% | +2.0% | +28.7% | +29.9% |
| YTD | +14.4% | -6.7% | +21.0% | +16.6% |
| 1Y | +31.2% | -4.7% | +35.9% | +32.5% |
| 3Y | +99.4% | -8.1% | +107.6% | +100.0% |
| 5Y | +98.6% | +8.2% | +90.3% | +84.3% |
| All | +98.6% | +7.6% | +91.0% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling