+235.9%
DIA vs SPG
+117.2%
+118.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +0.9% | +5.6% | -4.7% | -0.6% |
| 30D | +1.1% | +17.6% | -16.5% | -3.3% |
| 3M | -2.9% | +7.5% | -10.3% | -4.8% |
| 6M | +5.9% | +18.5% | -12.7% | +0.8% |
| YTD | +9.8% | +30.9% | -21.2% | +1.5% |
| 1Y | +11.7% | +34.1% | -22.4% | +2.6% |
| 3Y | +59.5% | +135.5% | -76.0% | +24.7% |
| 5Y | +57.5% | +86.5% | -29.0% | +28.8% |
| 10Y | +235.9% | +116.1% | +119.8% | +156.8% |
| All | +235.9% | +117.2% | +118.7% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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