+247.6%
DIA vs SNY
+64.5%
+183.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -1.6% | -3.3% | +1.8% | -0.6% |
| 30D | -2.0% | -2.2% | +0.1% | -1.4% |
| 3M | +3.6% | -3.0% | +6.7% | +4.4% |
| 6M | +11.5% | +2.7% | +8.8% | +10.2% |
| YTD | +10.4% | -6.8% | +17.2% | +12.1% |
| 1Y | +15.6% | -5.3% | +20.8% | +16.6% |
| 3Y | +58.9% | -9.8% | +68.7% | +58.5% |
| 5Y | +65.3% | +9.7% | +55.7% | +48.7% |
| All | +247.6% | +64.5% | +183.1% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling