+948.2%
DIA vs SRE
+1,451.4%
-503.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +2.1% | +1.8% | +0.4% | +1.5% |
| 30D | +1.5% | -3.0% | +4.5% | +2.6% |
| 3M | -2.4% | -7.3% | +4.8% | 0.0% |
| 6M | +6.0% | -11.9% | +17.8% | +10.5% |
| YTD | +10.1% | -7.9% | +17.9% | +12.5% |
| 1Y | +11.8% | -11.1% | +23.0% | +15.7% |
| 3Y | +59.7% | +24.8% | +34.9% | +41.4% |
| 5Y | +57.9% | +52.4% | +5.5% | +28.0% |
| 10Y | +236.2% | +127.9% | +108.3% | +126.2% |
| All | +948.2% | +1,451.4% | -503.2% | +275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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