+32.9%
DIS vs SAP
+231.4%
-198.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | -2.5% | +3.1% | +1.4% |
| 30D | +10.3% | +7.5% | +2.8% | +7.4% |
| 3M | +15.6% | +11.6% | +3.9% | +10.7% |
| 6M | +15.1% | +37.6% | -22.5% | +1.2% |
| YTD | +6.0% | -2.0% | +7.9% | +4.3% |
| 1Y | +5.7% | -6.4% | +12.1% | +6.0% |
| 3Y | +39.8% | +67.7% | -27.9% | +6.0% |
| 5Y | -23.9% | +75.7% | -99.6% | -45.2% |
| 10Y | +32.9% | +229.3% | -196.4% | -23.6% |
| All | +32.9% | +231.4% | -198.5% | -23.6% |
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