+64.1%
DIA vs SPXS
-86.0%
+150.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +0.3% |
| 7D | -1.6% | +2.5% | -4.0% | -0.9% |
| 30D | -2.0% | +4.2% | -6.2% | -0.8% |
| 3M | +3.6% | -9.3% | +12.9% | +1.5% |
| 6M | +11.5% | -30.7% | +42.2% | +2.6% |
| YTD | +10.4% | -28.1% | +38.4% | +3.0% |
| 1Y | +15.6% | -35.1% | +50.6% | +5.6% |
| 3Y | +58.9% | -79.6% | +138.4% | +15.4% |
| All | +64.1% | -86.0% | +150.1% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling