+36.6%
DIS vs SAP
+228.4%
-191.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.4% |
| 7D | +5.3% | +1.6% | +3.7% | +4.7% |
| 30D | +10.2% | +10.5% | -0.3% | +6.3% |
| 3M | +13.5% | +15.2% | -1.6% | +7.6% |
| 6M | +11.1% | +36.7% | -25.6% | -2.0% |
| YTD | +5.5% | -0.6% | +6.1% | +3.4% |
| 1Y | +9.1% | -4.1% | +13.3% | +8.5% |
| 3Y | +36.0% | +73.2% | -37.2% | +1.9% |
| 5Y | -29.8% | +74.1% | -104.0% | -49.2% |
| 10Y | +36.6% | +222.9% | -186.3% | -19.7% |
| All | +36.6% | +228.4% | -191.7% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling