+64.1%
DIA vs SBAC
-43.9%
+108.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | -2.1% | +3.2% | -5.3% | -2.6% |
| 3M | +4.2% | -5.1% | +9.2% | +4.9% |
| 6M | +11.9% | -2.1% | +14.0% | +11.6% |
| YTD | +10.8% | -0.5% | +11.3% | +10.0% |
| 1Y | +17.5% | +1.1% | +16.4% | +16.2% |
| 3Y | +59.9% | -7.4% | +67.4% | +58.1% |
| 5Y | +64.1% | -44.3% | +108.5% | +82.5% |
| All | +64.1% | -43.9% | +108.1% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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