+287.9%
DIS vs SCHG
+1,135.4%
-847.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.4% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +0.1% | -1.5% | +1.6% | +1.3% |
| 3M | +7.1% | +4.4% | +2.7% | +3.1% |
| 6M | +4.3% | +15.7% | -11.5% | -7.9% |
| YTD | -6.9% | +8.3% | -15.3% | -13.3% |
| 1Y | -10.3% | +14.2% | -24.5% | -20.3% |
| 3Y | +32.8% | +88.3% | -55.4% | -24.3% |
| 5Y | -41.5% | +83.5% | -124.9% | -66.4% |
| 10Y | +21.2% | +444.2% | -423.0% | -75.3% |
| All | +287.9% | +1,135.4% | -847.5% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling