-10.1%
DIS vs SITM
+174.8%
-184.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.5% | -8.3% | -1.7% |
| 7D | -2.6% | +9.7% | -12.3% | -2.6% |
| 30D | +3.5% | +12.7% | -9.2% | +3.3% |
| 3M | +6.8% | -13.4% | +20.2% | +6.9% |
| 6M | +3.0% | +59.6% | -56.6% | +1.2% |
| YTD | -6.7% | +73.3% | -80.0% | -8.3% |
| 1Y | -10.1% | +165.5% | -175.6% | -11.2% |
| All | -10.1% | +174.8% | -184.8% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling