+1,171.6%
SPY vs DIA
+1,125.5%
+46.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +0.8% |
| 7D | -0.9% | -1.6% | +0.7% | +0.8% |
| 30D | -2.4% | +1.3% | -3.6% | -3.6% |
| 3M | -1.2% | -2.1% | +0.9% | +0.9% |
| 6M | +3.3% | +6.2% | -2.9% | -2.9% |
| YTD | +12.3% | +10.3% | +1.9% | +1.6% |
| 1Y | +12.4% | +11.0% | +1.5% | +1.1% |
| 3Y | +78.8% | +60.4% | +18.4% | +11.5% |
| 5Y | +75.2% | +59.1% | +16.1% | +10.9% |
| 10Y | +311.1% | +237.1% | +74.0% | +21.3% |
| All | +1,171.6% | +1,125.5% | +46.1% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling