+308.3%
SPYM vs DAL
+127.0%
+181.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | -2.7% | +8.8% | -11.5% | -4.7% |
| 30D | -5.4% | +5.4% | -10.8% | -6.7% |
| 3M | -4.1% | -4.9% | +0.9% | -3.1% |
| 6M | +0.8% | +19.8% | -19.1% | -4.3% |
| YTD | +8.8% | +27.0% | -18.2% | +1.1% |
| 1Y | +11.0% | +52.5% | -41.5% | -1.6% |
| 3Y | +75.5% | +173.8% | -98.3% | +28.8% |
| 5Y | +68.4% | +104.5% | -36.1% | +29.4% |
| All | +308.3% | +127.0% | +181.3% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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