+14.9%
DIA vs STT
+53.6%
-38.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.4% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +4.1% | -1.7% | +5.8% | +4.6% |
| 3M | -1.0% | -6.4% | +5.4% | +0.9% |
| 6M | +9.7% | +17.7% | -8.0% | +3.3% |
| YTD | +12.2% | +36.9% | -24.7% | -1.1% |
| 1Y | +14.9% | +52.0% | -37.2% | -3.9% |
| All | +14.9% | +53.6% | -38.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling