+64.1%
DIA vs SE
-67.4%
+131.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | +0.1% | +0.6% | -0.6% | 0.0% |
| 30D | -2.1% | -0.1% | -2.0% | -2.2% |
| 3M | +4.2% | +34.1% | -30.0% | +1.1% |
| 6M | +11.9% | +23.2% | -11.3% | +9.2% |
| YTD | +10.8% | -11.2% | +22.0% | +11.1% |
| 1Y | +17.5% | -40.5% | +58.0% | +21.9% |
| 3Y | +59.9% | +196.3% | -136.3% | +41.7% |
| 5Y | +64.1% | -67.0% | +131.2% | +64.7% |
| All | +64.1% | -67.4% | +131.6% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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