+43.3%
DIS vs SFM
+18.5%
+24.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +0.1% |
| 7D | +5.2% | -1.2% | +6.4% | +5.3% |
| 30D | +11.5% | -24.8% | +36.2% | +14.1% |
| 3M | +11.5% | -43.7% | +55.2% | +17.8% |
| 6M | +8.9% | -37.3% | +46.1% | +13.4% |
| YTD | +3.4% | -38.4% | +41.8% | +7.5% |
| 1Y | +7.2% | -36.9% | +44.1% | +11.0% |
| 3Y | +43.3% | +20.7% | +22.6% | +26.2% |
| All | +43.3% | +18.5% | +24.8% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling