+1,185.8%
SPY vs DIA
+1,144.9%
+40.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.3% |
| 30D | +0.1% | -1.5% | +1.6% | +1.6% |
| 3M | +2.0% | +3.8% | -1.8% | -1.7% |
| 6M | +13.0% | +10.3% | +2.7% | +2.4% |
| YTD | +13.5% | +12.1% | +1.5% | +1.2% |
| 1Y | +20.0% | +18.6% | +1.3% | +1.0% |
| 3Y | +77.2% | +60.6% | +16.6% | +10.4% |
| 5Y | +81.9% | +64.4% | +17.5% | +11.5% |
| 10Y | +314.1% | +250.1% | +64.0% | +17.6% |
| All | +1,185.8% | +1,144.9% | +40.9% | +9.6% |
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