+8.3%
DIS vs SITM
+47.5%
-39.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.4% | +13.5% | +4.0% |
| 7D | +9.1% | -19.5% | +28.6% | +8.7% |
| 30D | +14.8% | -43.2% | +58.0% | +13.9% |
| 3M | +21.2% | -30.8% | +52.0% | +20.2% |
| 6M | +18.3% | -28.6% | +46.9% | +16.7% |
| YTD | +5.4% | +14.2% | -8.8% | +3.4% |
| 1Y | +8.3% | +44.4% | -36.1% | +5.7% |
| All | +8.3% | +47.5% | -39.3% | +5.7% |
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