+1,129.1%
DIA vs SYY
+1,333.2%
-204.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.1% |
| 7D | -0.2% | -2.3% | +2.1% | +0.7% |
| 30D | -1.5% | -4.9% | +3.4% | +0.3% |
| 3M | +3.8% | +8.4% | -4.6% | +0.4% |
| 6M | +10.3% | -7.4% | +17.6% | +12.4% |
| YTD | +12.1% | +11.0% | +1.1% | +6.0% |
| 1Y | +18.6% | -0.2% | +18.9% | +16.7% |
| 3Y | +60.6% | +23.8% | +36.9% | +43.5% |
| 5Y | +64.4% | +18.1% | +46.3% | +47.7% |
| 10Y | +250.1% | +94.6% | +155.5% | +136.7% |
| All | +1,129.1% | +1,333.2% | -204.1% | +266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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