-31.9%
DIS vs SAP
+70.5%
-102.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.9% |
| 7D | +5.2% | -0.7% | +5.9% | +5.4% |
| 30D | +11.5% | +11.1% | +0.4% | +7.7% |
| 3M | +11.5% | +17.0% | -5.5% | +5.7% |
| 6M | +8.9% | +34.8% | -26.0% | -2.2% |
| YTD | +3.4% | -2.2% | +5.6% | +2.7% |
| 1Y | +7.2% | -6.4% | +13.6% | +8.4% |
| 3Y | +43.3% | +75.1% | -31.8% | +3.0% |
| All | -31.9% | +70.5% | -102.5% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling