+150.1%
DIEM vs SPY
+332.3%
-182.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +4.8% | +0.1% | +4.7% | +4.7% |
| 3M | +1.1% | +2.0% | -0.9% | -0.1% |
| 6M | +21.2% | +13.0% | +8.2% | +11.6% |
| YTD | +32.8% | +13.5% | +19.2% | +21.9% |
| 1Y | +46.9% | +20.0% | +27.0% | +29.8% |
| 3Y | +107.7% | +77.2% | +30.5% | +38.4% |
| 5Y | +76.6% | +81.9% | -5.3% | +14.2% |
| 10Y | +133.5% | +314.1% | -180.6% | -15.2% |
| All | +150.1% | +332.3% | -182.1% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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