+59.7%
DIA vs SAP
+69.7%
-10.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +2.1% | +0.6% | +1.5% | +2.0% |
| 30D | +1.5% | +6.5% | -5.1% | +0.3% |
| 3M | -2.4% | +12.2% | -14.7% | -4.5% |
| 6M | +6.0% | +46.1% | -40.1% | -1.6% |
| YTD | +10.1% | -1.6% | +11.7% | +10.8% |
| 1Y | +11.8% | -5.1% | +16.9% | +13.6% |
| 3Y | +59.7% | +68.4% | -8.6% | +44.3% |
| All | +59.7% | +69.7% | -10.0% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling