+237.1%
DIA vs STM
+468.1%
-231.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.2% |
| 7D | -1.6% | +1.4% | -3.1% | -2.1% |
| 30D | +1.3% | -8.4% | +9.6% | +2.7% |
| 3M | -2.1% | -15.8% | +13.7% | +0.7% |
| 6M | +6.2% | -22.8% | +29.1% | +8.6% |
| YTD | +10.3% | +79.4% | -69.0% | -9.1% |
| 1Y | +11.0% | +97.0% | -86.0% | -10.7% |
| 3Y | +60.4% | +14.2% | +46.2% | +40.4% |
| 5Y | +59.1% | -4.5% | +63.5% | +40.7% |
| 10Y | +237.1% | +463.1% | -226.0% | +106.8% |
| All | +237.1% | +468.1% | -231.0% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling