+240.9%
DIA vs SAP
+228.4%
+12.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.6% |
| 7D | +0.8% | +1.6% | -0.9% | +0.2% |
| 30D | +1.4% | +10.5% | -9.1% | -2.0% |
| 3M | -2.7% | +15.2% | -17.9% | -7.5% |
| 6M | +6.2% | +36.7% | -30.5% | -5.8% |
| YTD | +10.1% | -0.6% | +10.7% | +8.2% |
| 1Y | +13.0% | -4.1% | +17.1% | +12.6% |
| 3Y | +61.9% | +73.2% | -11.4% | +23.7% |
| 5Y | +57.1% | +74.1% | -17.0% | +16.9% |
| 10Y | +240.9% | +222.9% | +17.9% | +90.4% |
| All | +240.9% | +228.4% | +12.5% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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