+8.3%
DIS vs SAP
-5.6%
+13.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +3.6% |
| 7D | +9.1% | +1.3% | +7.8% | +8.9% |
| 30D | +14.8% | +15.5% | -0.7% | +12.6% |
| 3M | +21.2% | +22.8% | -1.6% | +17.8% |
| 6M | +18.3% | +42.5% | -24.2% | +12.6% |
| YTD | +5.4% | +0.5% | +4.8% | +1.2% |
| 1Y | +8.3% | -5.9% | +14.2% | +7.7% |
| All | +8.3% | -5.6% | +13.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling