+22.0%
DIS vs SAP
+177.1%
-155.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -2.6% | -2.9% | +0.3% | -1.6% |
| 30D | +3.5% | +9.0% | -5.5% | +0.1% |
| 3M | +6.8% | +14.9% | -8.1% | +0.9% |
| 6M | +3.0% | +11.9% | -8.9% | -2.5% |
| YTD | -6.7% | -9.9% | +3.2% | -5.2% |
| 1Y | -10.1% | -19.5% | +9.5% | -4.6% |
| 3Y | +33.0% | +61.8% | -28.8% | +1.9% |
| 5Y | -40.0% | +56.2% | -96.2% | -54.8% |
| All | +22.0% | +177.1% | -155.1% | -27.0% |
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