+760.6%
DIA vs SPYG
+561.6%
+199.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +0.1% | +1.2% | -1.1% | -0.8% |
| 30D | -2.1% | -1.6% | -0.5% | -1.0% |
| 3M | +4.2% | +3.4% | +0.8% | +1.5% |
| 6M | +11.9% | +18.9% | -7.0% | -1.4% |
| YTD | +10.8% | +13.8% | -3.0% | +0.6% |
| 1Y | +17.5% | +20.6% | -3.1% | +2.2% |
| 3Y | +59.9% | +100.5% | -40.6% | -4.7% |
| 5Y | +64.1% | +84.6% | -20.5% | +1.7% |
| 10Y | +246.2% | +410.8% | -164.6% | +4.3% |
| All | +760.6% | +561.6% | +199.0% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling