-10.0%
DIS vs SITM
+140.0%
-150.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -3.5% | +3.7% | -7.2% | -3.5% |
| 30D | +1.0% | -14.5% | +15.5% | +1.0% |
| 3M | +5.7% | -10.6% | +16.2% | +5.6% |
| 6M | +3.3% | +65.5% | -62.3% | +1.5% |
| YTD | -7.7% | +67.0% | -74.7% | -9.3% |
| 1Y | -10.0% | +138.6% | -148.6% | -11.2% |
| All | -10.0% | +140.0% | -150.0% | -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