+126.4%
DAL vs SPYG
+410.1%
-283.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.0% |
| 7D | +3.4% | +1.2% | +2.2% | +2.1% |
| 30D | -13.6% | -1.6% | -12.0% | -12.2% |
| 3M | +1.2% | +3.4% | -2.2% | -2.3% |
| 6M | +34.5% | +18.9% | +15.6% | +12.7% |
| YTD | +14.7% | +13.8% | +0.9% | +0.6% |
| 1Y | +29.2% | +20.6% | +8.7% | +6.8% |
| 3Y | +100.0% | +100.5% | -0.5% | +0.6% |
| 5Y | +106.3% | +84.6% | +21.7% | +12.0% |
| 10Y | +126.4% | +410.8% | -284.4% | -59.9% |
| All | +126.4% | +410.1% | -283.7% | -59.9% |
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