-26.4%
DIS vs SITM
+4,437.5%
-4,463.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -3.5% | +3.7% | -7.2% | -4.0% |
| 30D | +1.0% | -14.5% | +15.5% | +2.5% |
| 3M | +5.7% | -10.6% | +16.2% | +5.4% |
| 6M | +3.3% | +65.5% | -62.3% | -6.0% |
| YTD | -7.7% | +67.0% | -74.7% | -16.9% |
| 1Y | -10.0% | +138.6% | -148.6% | -23.6% |
| 3Y | +31.7% | +421.8% | -390.1% | -6.1% |
| 5Y | -42.2% | +172.4% | -214.6% | -58.2% |
| All | -26.4% | +4,437.5% | -4,463.9% | -63.5% |
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