-22.5%
DIS vs SFM
+116.0%
-138.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +1.9% | +6.0% | -4.1% | +1.3% |
| 30D | +9.2% | -19.5% | +28.6% | +10.9% |
| 3M | +13.5% | -37.0% | +50.5% | +18.1% |
| 6M | +14.3% | -41.0% | +55.3% | +19.5% |
| YTD | +5.4% | -34.6% | +40.0% | +8.6% |
| 1Y | +12.2% | -36.3% | +48.4% | +15.9% |
| 3Y | +37.2% | +24.5% | +12.7% | +31.6% |
| All | -22.5% | +116.0% | -138.5% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling