+23.5%
DIS vs SCHG
+459.0%
-435.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | 0.0% |
| 7D | +1.2% | -1.0% | +2.2% | +2.0% |
| 30D | +3.2% | -1.3% | +4.5% | +4.1% |
| 3M | +7.0% | +5.4% | +1.6% | +2.6% |
| 6M | +6.4% | +14.4% | -8.0% | -4.3% |
| YTD | -5.6% | +8.0% | -13.7% | -11.4% |
| 1Y | -7.7% | +12.7% | -20.4% | -16.4% |
| 3Y | +33.2% | +85.6% | -52.4% | -20.1% |
| 5Y | -40.3% | +85.5% | -125.8% | -64.8% |
| All | +23.5% | +459.0% | -435.5% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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