+7.7%
DIS vs SFM
-37.1%
+44.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +2.0% |
| 7D | +5.3% | -10.2% | +15.5% | +6.0% |
| 30D | +10.2% | -23.9% | +34.1% | +11.9% |
| 3M | +13.5% | -42.3% | +55.8% | +17.9% |
| 6M | +11.1% | -40.1% | +51.3% | +15.1% |
| YTD | +5.5% | -37.8% | +43.3% | +8.6% |
| All | +7.7% | -37.1% | +44.7% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling