+22.0%
DIS vs SBAC
+78.4%
-56.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | -2.6% | -0.8% | -1.8% | -2.4% |
| 30D | +3.5% | +6.9% | -3.4% | +1.9% |
| 3M | +6.8% | -8.2% | +15.1% | +8.7% |
| 6M | +3.0% | -1.6% | +4.6% | +2.4% |
| YTD | -6.7% | -0.1% | -6.6% | -7.8% |
| 1Y | -10.1% | -0.5% | -9.6% | -11.1% |
| 3Y | +33.0% | -9.1% | +42.1% | +31.3% |
| 5Y | -40.0% | -43.8% | +3.8% | -33.0% |
| All | +22.0% | +78.4% | -56.5% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling