+121.4%
DAL vs SPYG
+400.9%
-279.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -2.7% |
| 7D | +2.3% | -1.5% | +3.8% | +3.8% |
| 30D | +14.3% | -7.2% | +21.5% | +23.1% |
| 3M | +1.3% | -4.6% | +5.9% | +6.2% |
| 6M | +29.3% | -1.2% | +30.5% | +30.5% |
| YTD | +33.0% | +9.3% | +23.7% | +21.3% |
| 1Y | +59.8% | +8.8% | +51.0% | +46.4% |
| 3Y | +177.2% | +93.3% | +83.9% | +44.6% |
| 5Y | +118.4% | +71.7% | +46.6% | +27.6% |
| 10Y | +121.4% | +399.8% | -278.4% | -61.5% |
| All | +121.4% | +400.9% | -279.4% | -61.5% |
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