+7.2%
DIS vs SAP
-7.9%
+15.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.2% |
| 7D | +5.2% | -0.7% | +5.9% | +5.3% |
| 30D | +11.5% | +11.1% | +0.4% | +9.9% |
| 3M | +11.5% | +17.0% | -5.5% | +9.2% |
| 6M | +8.9% | +34.8% | -26.0% | +4.2% |
| YTD | +3.4% | -2.2% | +5.6% | -0.4% |
| 1Y | +7.2% | -6.4% | +13.6% | +5.9% |
| All | +7.2% | -7.9% | +15.1% | +5.9% |
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