-4.9%
DAL vs SPCH
+33.8%
-38.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +16.8% | -14.7% | +1.9% |
| 7D | +8.8% | -3.0% | +11.8% | +8.6% |
| 30D | +5.4% | -39.8% | +45.2% | +5.2% |
| 3M | -4.9% | +16.8% | -21.8% | -5.4% |
| All | -4.9% | +33.8% | -38.7% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 3mo: compounded portfolio wealth divided by compounded SPCH 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…
3mo analysis · Full analysis span regression · Available span rolling