+121.4%
DAL vs SYY
+87.3%
+34.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | +2.3% | 0.0% | +2.3% | +2.4% |
| 30D | +14.3% | -2.2% | +16.6% | +15.5% |
| 3M | +1.3% | -8.0% | +9.3% | +6.4% |
| 6M | +29.3% | +7.5% | +21.8% | +21.6% |
| YTD | +33.0% | +7.4% | +25.6% | +21.9% |
| 1Y | +59.8% | +4.9% | +55.0% | +48.8% |
| 3Y | +177.2% | +24.1% | +153.1% | +122.5% |
| 5Y | +118.4% | +13.4% | +105.0% | +88.1% |
| 10Y | +121.4% | +87.5% | +33.9% | +40.0% |
| All | +121.4% | +87.3% | +34.1% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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