+14.9%
DIA vs SMR
-87.0%
+101.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +3.3% |
| 7D | +1.6% | -9.5% | +11.1% | +2.1% |
| 30D | +4.1% | -33.2% | +37.3% | +6.4% |
| 3M | -1.0% | -45.9% | +44.9% | +1.9% |
| 6M | +9.7% | -57.9% | +67.5% | +13.9% |
| YTD | +12.2% | -63.8% | +76.0% | +16.3% |
| 1Y | +14.9% | -85.6% | +100.5% | +24.9% |
| All | +14.9% | -87.0% | +101.9% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling