-16.0%
DIS vs SITM
+3,319.5%
-3,335.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.2% | +1.2% |
| 7D | +1.9% | +6.6% | -4.7% | +1.1% |
| 30D | +9.2% | -15.3% | +24.5% | +10.4% |
| 3M | +13.5% | -35.4% | +48.9% | +17.5% |
| 6M | +14.3% | -46.8% | +61.1% | +19.4% |
| YTD | +5.4% | +25.9% | -20.5% | -3.1% |
| 1Y | +12.2% | +54.0% | -41.8% | 0.0% |
| 3Y | +37.2% | +315.6% | -278.4% | -0.8% |
| 5Y | -23.1% | +74.4% | -97.6% | -42.0% |
| All | -16.0% | +3,319.5% | -3,335.5% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling