+319.7%
SPY vs DIA
+246.0%
+73.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | +0.3% |
| 7D | -0.4% | -1.2% | +0.9% | +0.8% |
| 30D | -1.4% | -2.7% | +1.3% | +1.2% |
| 3M | +3.7% | +3.3% | +0.4% | +0.5% |
| 6M | +13.0% | +10.4% | +2.6% | +2.6% |
| YTD | +12.4% | +10.0% | +2.4% | +2.3% |
| 1Y | +18.5% | +16.2% | +2.4% | +2.3% |
| 3Y | +77.6% | +58.7% | +18.9% | +13.6% |
| 5Y | +81.7% | +63.6% | +18.1% | +13.6% |
| 10Y | +319.7% | +251.0% | +68.6% | +27.5% |
| All | +319.7% | +246.0% | +73.7% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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