+116.3%
DAL vs SPG
+115.6%
+0.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +2.3% | +2.7% | -0.4% | +0.7% |
| 30D | +14.3% | +16.6% | -2.2% | +3.8% |
| 3M | +1.3% | +8.1% | -6.8% | -3.6% |
| 6M | +29.3% | +19.3% | +9.9% | +15.4% |
| YTD | +33.0% | +31.1% | +1.9% | +11.7% |
| 1Y | +59.8% | +32.8% | +27.1% | +33.2% |
| 3Y | +177.2% | +135.8% | +41.4% | +59.1% |
| 5Y | +118.4% | +85.1% | +33.3% | +44.6% |
| All | +116.3% | +115.6% | +0.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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