+102.7%
DIS vs SFM
+40.3%
+62.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.4% |
| 6M | +8.9% | -37.3% | +46.1% | +13.1% |
| YTD | +3.4% | -38.4% | +41.8% | +7.3% |
| 1Y | +7.2% | -36.9% | +44.1% | +10.9% |
| 3Y | +43.3% | +20.7% | +22.6% | +37.3% |
| 5Y | -31.4% | +103.5% | -134.9% | -38.6% |
| 10Y | +37.1% | +139.7% | -102.7% | +16.0% |
| All | +102.7% | +40.3% | +62.4% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling