+34.2%
DIS vs SGI
+390.8%
-356.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.0% |
| 7D | +5.2% | +1.0% | +4.3% | +4.9% |
| 30D | +11.5% | +3.9% | +7.6% | +10.2% |
| 3M | +11.5% | -0.8% | +12.4% | +11.4% |
| 6M | +8.9% | -18.0% | +26.8% | +13.3% |
| YTD | +3.4% | -27.6% | +31.0% | +10.5% |
| 1Y | +7.2% | -27.2% | +34.4% | +14.3% |
| 3Y | +43.3% | +76.0% | -32.7% | +20.0% |
| 5Y | -31.4% | +50.0% | -81.4% | -42.7% |
| All | +34.2% | +390.8% | -356.6% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling