+103.5%
DIS vs SFM
+47.4%
+56.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.7% | -0.9% |
| 7D | +5.7% | +7.5% | -1.8% | +4.9% |
| 30D | +12.7% | -20.8% | +33.5% | +14.8% |
| 3M | +15.2% | -39.4% | +54.6% | +20.4% |
| 6M | +17.6% | -34.5% | +52.0% | +21.6% |
| YTD | +3.8% | -35.2% | +39.1% | +7.2% |
| 1Y | +6.8% | -35.3% | +42.1% | +10.2% |
| 3Y | +42.1% | +23.9% | +18.2% | +35.8% |
| 5Y | -31.2% | +113.8% | -145.0% | -38.6% |
| 10Y | +37.6% | +152.0% | -114.3% | +15.9% |
| All | +103.5% | +47.4% | +56.0% | +85.2% |
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 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