+656.3%
DIS vs SAP
+2,233.8%
-1,577.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -2.6% | -2.9% | +0.3% | -1.8% |
| 30D | +3.5% | +9.0% | -5.5% | +0.8% |
| 3M | +6.8% | +14.9% | -8.1% | +2.1% |
| 6M | +3.0% | +11.9% | -8.9% | -1.4% |
| YTD | -6.7% | -9.9% | +3.2% | -5.8% |
| 1Y | -10.1% | -19.5% | +9.5% | -6.3% |
| 3Y | +33.0% | +61.8% | -28.8% | +11.5% |
| 5Y | -40.0% | +56.2% | -96.2% | -49.6% |
| 10Y | +21.1% | +180.6% | -159.6% | -15.6% |
| All | +656.3% | +2,233.8% | -1,577.5% | +213.5% |
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 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