+344.5%
DAL vs SNY
+113.2%
+231.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +0.9% | -0.3% |
| 7D | +3.4% | -2.7% | +6.1% | +4.9% |
| 30D | -13.6% | -0.7% | -12.9% | -13.3% |
| 3M | +1.2% | -1.7% | +2.9% | +1.7% |
| 6M | +34.5% | +2.2% | +32.3% | +32.7% |
| YTD | +14.7% | -6.0% | +20.7% | +17.7% |
| 1Y | +29.2% | -2.7% | +31.9% | +29.6% |
| 3Y | +100.0% | -7.5% | +107.5% | +97.5% |
| 5Y | +106.3% | +6.7% | +99.6% | +83.4% |
| 10Y | +126.4% | +62.3% | +64.1% | +52.1% |
| All | +344.5% | +113.2% | +231.3% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling