+82.8%
DIS vs SFM
+132.6%
-49.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.0% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +3.5% | -4.4% | +7.9% | +3.9% |
| 3M | +6.8% | +1.5% | +5.3% | +6.4% |
| 6M | +3.0% | +6.5% | -3.5% | +1.8% |
| YTD | -6.7% | +2.2% | -8.9% | -7.5% |
| 1Y | -10.1% | -41.9% | +31.8% | -5.9% |
| 3Y | +33.0% | +106.8% | -73.7% | +21.3% |
| 5Y | -40.0% | +231.6% | -271.6% | -48.6% |
| 10Y | +21.1% | +258.4% | -237.4% | -1.3% |
| All | +82.8% | +132.6% | -49.8% | +59.8% |
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