+1,081.8%
DIA vs SPG
+2,929.2%
-1,847.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -0.9% | +4.9% | -5.8% | -2.3% |
| 30D | +0.3% | +15.6% | -15.3% | -3.9% |
| 3M | -4.5% | +4.1% | -8.6% | -5.7% |
| 6M | +3.4% | +13.6% | -10.2% | -0.6% |
| YTD | +7.8% | +27.5% | -19.8% | 0.0% |
| 1Y | +10.7% | +32.2% | -21.5% | +1.7% |
| 3Y | +57.5% | +126.0% | -68.5% | +22.8% |
| 5Y | +53.7% | +74.7% | -21.0% | +27.2% |
| 10Y | +247.2% | +112.8% | +134.3% | +144.6% |
| All | +1,081.8% | +2,929.2% | -1,847.4% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling