+28.0%
DIS vs SE
+363.8%
-335.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +9.2% | -20.9% | +30.1% | +12.8% |
| 3M | +13.5% | -38.9% | +52.4% | +21.7% |
| 6M | +14.3% | -19.4% | +33.7% | +17.0% |
| YTD | +5.4% | -40.9% | +46.3% | +12.1% |
| 1Y | +12.2% | -46.2% | +58.3% | +20.8% |
| 3Y | +37.2% | +63.7% | -26.5% | +22.2% |
| 5Y | -23.1% | -77.9% | +54.8% | -18.3% |
| All | +28.0% | +363.8% | -335.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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