+16.0%
DIA vs SPXS
-34.6%
+50.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.1% |
| 7D | -3.0% | +6.4% | -9.4% | -1.3% |
| 30D | -3.0% | +6.0% | -9.0% | -1.3% |
| 3M | +4.5% | -11.6% | +16.1% | +1.6% |
| 6M | +9.8% | -28.7% | +38.5% | +1.2% |
| YTD | +9.3% | -26.3% | +35.6% | +2.2% |
| 1Y | +16.0% | -34.9% | +50.9% | +6.0% |
| All | +16.0% | -34.6% | +50.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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