+58.3%
DIA vs SPYG
+98.4%
-40.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -1.2% | +0.3% | -1.6% | -1.4% |
| 30D | -2.7% | -1.7% | -1.0% | -1.8% |
| 3M | +3.3% | +3.6% | -0.4% | +1.2% |
| 6M | +10.4% | +16.6% | -6.2% | +1.3% |
| YTD | +10.0% | +13.4% | -3.4% | +2.4% |
| 1Y | +16.2% | +19.6% | -3.4% | +4.9% |
| All | +58.3% | +98.4% | -40.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling