+612.2%
SPYM vs DAL
+368.9%
+243.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | -2.7% | +8.8% | -11.5% | -4.2% |
| 30D | -5.4% | +5.4% | -10.8% | -6.3% |
| 3M | -4.1% | -4.9% | +0.9% | -3.4% |
| 6M | +0.8% | +19.8% | -19.1% | -2.9% |
| YTD | +8.8% | +27.0% | -18.2% | +3.2% |
| 1Y | +11.0% | +52.5% | -41.5% | +1.8% |
| 3Y | +75.5% | +173.8% | -98.3% | +41.8% |
| 5Y | +68.4% | +104.5% | -36.1% | +40.8% |
| 10Y | +316.1% | +129.7% | +186.4% | +224.2% |
| All | +612.2% | +368.9% | +243.3% | +316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling