-40.6%
DIS vs SCHG
+84.3%
-124.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.1% |
| 7D | +1.2% | -1.0% | +2.2% | +1.9% |
| 30D | +3.2% | -1.3% | +4.5% | +4.1% |
| 3M | +7.0% | +5.4% | +1.6% | +2.8% |
| 6M | +6.4% | +14.4% | -8.0% | -3.8% |
| YTD | -5.6% | +8.0% | -13.7% | -11.2% |
| 1Y | -7.7% | +12.7% | -20.4% | -16.0% |
| 3Y | +33.2% | +85.6% | -52.4% | -19.5% |
| All | -40.6% | +84.3% | -124.9% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling