+1,081.8%
DIA vs SAP
+1,087.9%
-6.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.7% |
| 7D | -0.9% | -0.7% | -0.3% | -0.8% |
| 30D | +0.3% | +11.1% | -10.8% | -2.5% |
| 3M | -4.5% | +17.0% | -21.5% | -8.6% |
| 6M | +3.4% | +34.8% | -31.5% | -5.5% |
| YTD | +7.8% | -2.2% | +10.0% | +6.3% |
| 1Y | +10.7% | -6.4% | +17.2% | +10.5% |
| 3Y | +57.5% | +75.1% | -17.6% | +31.2% |
| 5Y | +53.7% | +69.8% | -16.1% | +27.4% |
| 10Y | +247.2% | +219.8% | +27.3% | +140.4% |
| All | +1,081.8% | +1,087.9% | -6.2% | +423.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling