+58.3%
DIA vs SPYM
+77.0%
-18.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | -1.2% | -0.4% | -0.9% | -0.9% |
| 30D | -2.7% | -1.4% | -1.3% | -1.6% |
| 3M | +3.3% | +3.7% | -0.5% | +0.2% |
| 6M | +10.4% | +13.0% | -2.6% | -0.1% |
| YTD | +10.0% | +12.5% | -2.5% | -0.1% |
| 1Y | +16.2% | +18.6% | -2.4% | +1.1% |
| All | +58.3% | +77.0% | -18.6% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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