+738.5%
DIS vs SAP
+2,432.7%
-1,694.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.8% |
| 7D | +5.2% | -0.7% | +5.9% | +5.4% |
| 30D | +11.5% | +11.1% | +0.4% | +8.1% |
| 3M | +11.5% | +17.0% | -5.5% | +6.4% |
| 6M | +8.9% | +34.8% | -26.0% | -0.9% |
| YTD | +3.4% | -2.2% | +5.6% | +1.9% |
| 1Y | +7.2% | -6.4% | +13.6% | +7.0% |
| 3Y | +43.3% | +75.1% | -31.8% | +17.4% |
| 5Y | -31.4% | +69.8% | -101.3% | -43.8% |
| 10Y | +37.1% | +219.8% | -182.8% | -7.9% |
| All | +738.5% | +2,432.7% | -1,694.3% | +239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling