+122.8%
DAL vs SPYG
+388.2%
-265.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.2% |
| 7D | +8.8% | -3.6% | +12.4% | +12.9% |
| 30D | +5.4% | -11.2% | +16.6% | +18.6% |
| 3M | -4.9% | -8.1% | +3.1% | +3.3% |
| 6M | +19.8% | -3.3% | +23.1% | +23.5% |
| YTD | +27.0% | +5.5% | +21.5% | +20.0% |
| 1Y | +52.5% | +7.0% | +45.5% | +42.0% |
| 3Y | +173.8% | +89.5% | +84.4% | +45.9% |
| 5Y | +104.5% | +63.3% | +41.3% | +25.7% |
| All | +122.8% | +388.2% | -265.4% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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