+37.2%
DIS vs SCHG
+79.3%
-42.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | +1.9% | +2.7% | -0.8% | +0.4% |
| 30D | +9.2% | -5.2% | +14.3% | +12.2% |
| 3M | +13.5% | -5.2% | +18.7% | +16.5% |
| 6M | +14.3% | -0.6% | +14.9% | +13.9% |
| YTD | +5.4% | +4.7% | +0.6% | +1.6% |
| 1Y | +12.2% | +6.0% | +6.1% | +7.3% |
| 3Y | +37.2% | +78.9% | -41.7% | -1.4% |
| All | +37.2% | +79.3% | -42.1% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling