+65.7%
DIA vs SM
+107.8%
-42.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -1.5% | +26.3% | -27.8% | -3.9% |
| 3M | +3.8% | +8.7% | -4.9% | +2.5% |
| 6M | +10.3% | +51.7% | -41.4% | +4.0% |
| YTD | +12.1% | +99.0% | -87.0% | +1.8% |
| 1Y | +18.6% | +34.6% | -15.9% | +12.9% |
| 3Y | +60.6% | -7.8% | +68.4% | +55.7% |
| All | +65.7% | +107.8% | -42.2% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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