+1,129.1%
DIA vs SM
+484.9%
+644.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -1.5% | +26.3% | -27.8% | -4.2% |
| 3M | +3.8% | +8.7% | -4.9% | +2.2% |
| 6M | +10.3% | +51.7% | -41.4% | +3.9% |
| YTD | +12.1% | +99.0% | -87.0% | +2.1% |
| 1Y | +18.6% | +34.6% | -15.9% | +12.6% |
| 3Y | +60.6% | -7.8% | +68.4% | +55.9% |
| 5Y | +64.4% | +104.8% | -40.4% | +40.6% |
| 10Y | +250.1% | +7.2% | +242.9% | +148.4% |
| All | +1,129.1% | +484.9% | +644.2% | +435.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling