+1,107.4%
DIA vs SM
+367.1%
+740.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.5% |
| 7D | +0.8% | -22.3% | +23.0% | +3.4% |
| 30D | +1.4% | -21.4% | +22.8% | +3.8% |
| 3M | -2.7% | +1.4% | -4.0% | -3.5% |
| 6M | +6.2% | +0.1% | +6.1% | +4.9% |
| YTD | +10.1% | +59.0% | -48.8% | +2.3% |
| 1Y | +13.0% | +64.3% | -51.3% | +4.4% |
| 3Y | +61.9% | -13.1% | +75.0% | +57.6% |
| 5Y | +57.1% | -13.9% | +70.9% | +48.1% |
| 10Y | +240.9% | +1.7% | +239.2% | +142.0% |
| All | +1,107.4% | +367.1% | +740.3% | +437.2% |
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