+780.1%
DIA vs SBAC
+2,208.1%
-1,428.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | -1.5% | +6.9% | -8.4% | -2.2% |
| 3M | +3.8% | -8.2% | +12.0% | +4.5% |
| 6M | +10.3% | -1.6% | +11.9% | +9.9% |
| YTD | +12.1% | -0.1% | +12.2% | +11.5% |
| 1Y | +18.6% | -0.5% | +19.1% | +18.0% |
| 3Y | +60.6% | -9.1% | +69.7% | +60.2% |
| 5Y | +64.4% | -43.8% | +108.2% | +71.6% |
| 10Y | +250.1% | +80.5% | +169.6% | +224.7% |
| All | +780.1% | +2,208.1% | -1,428.0% | +526.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling