+21.0%
STM vs DAL
+106.7%
-85.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +0.9% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | -1.0% | -13.9% | +12.9% | +7.1% |
| 3M | -33.3% | +1.1% | -34.3% | -33.8% |
| 6M | +57.4% | +26.2% | +31.1% | +38.1% |
| YTD | +102.2% | +16.4% | +85.8% | +83.4% |
| 1Y | +99.6% | +33.9% | +65.7% | +67.1% |
| 3Y | +14.5% | +93.4% | -78.9% | -25.7% |
| All | +21.0% | +106.7% | -85.7% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling