-29.5%
DIS vs SAP
+72.8%
-102.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +4.4% | +1.5% | +2.9% | +3.9% |
| 30D | +10.3% | +8.8% | +1.5% | +7.3% |
| 3M | +15.5% | +12.1% | +3.5% | +11.1% |
| 6M | +11.2% | +34.6% | -23.4% | 0.0% |
| YTD | +5.6% | -2.1% | +7.7% | +4.8% |
| 1Y | +7.7% | -5.5% | +13.3% | +8.5% |
| 3Y | +39.3% | +67.4% | -28.2% | +2.7% |
| 5Y | -29.5% | +74.6% | -104.1% | -55.3% |
| All | -29.5% | +72.8% | -102.3% | -55.3% |
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