+246.2%
DIA vs SAP
+173.6%
+72.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | +0.1% | -0.3% | +0.3% | +0.1% |
| 30D | -2.1% | +2.6% | -4.7% | -3.1% |
| 3M | +4.2% | +16.3% | -12.1% | -1.8% |
| 6M | +11.9% | +6.4% | +5.5% | +8.1% |
| YTD | +10.8% | -11.4% | +22.2% | +13.4% |
| 1Y | +17.5% | -20.4% | +37.9% | +25.0% |
| 3Y | +59.9% | +56.5% | +3.4% | +26.4% |
| 5Y | +64.1% | +56.8% | +7.4% | +26.4% |
| 10Y | +246.2% | +176.2% | +70.0% | +99.0% |
| All | +246.2% | +173.6% | +72.6% | +99.0% |
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