+870.6%
DIA vs SNY
+241.5%
+629.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -3.0% | -3.6% | +0.6% | -1.7% |
| 30D | -3.0% | -1.9% | -1.1% | -2.3% |
| 3M | +4.5% | -2.0% | +6.4% | +5.0% |
| 6M | +9.8% | +2.5% | +7.2% | +8.3% |
| YTD | +9.3% | -7.0% | +16.2% | +11.4% |
| 1Y | +16.0% | -4.4% | +20.4% | +16.7% |
| 3Y | +57.7% | -8.4% | +66.1% | +56.0% |
| 5Y | +63.8% | +9.5% | +54.2% | +47.8% |
| 10Y | +248.8% | +64.3% | +184.5% | +162.1% |
| All | +870.6% | +241.5% | +629.0% | +375.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling