+120.3%
DIEM vs SPY
+313.7%
-193.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | -2.5% | -2.7% | +0.2% | -0.5% |
| 30D | -10.7% | -5.4% | -5.3% | -6.9% |
| 3M | -6.0% | -4.1% | -2.0% | -3.0% |
| 6M | -6.3% | +0.7% | -7.0% | -6.3% |
| YTD | +16.9% | +8.7% | +8.2% | +11.0% |
| 1Y | +19.6% | +10.9% | +8.7% | +11.9% |
| 3Y | +84.4% | +75.0% | +9.4% | +24.3% |
| 5Y | +59.0% | +67.8% | -8.8% | +9.4% |
| 10Y | +113.8% | +312.9% | -199.0% | -21.2% |
| All | +120.3% | +313.7% | -193.5% | -17.7% |
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