-41.5%
DIS vs SITM
+168.3%
-209.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | -1.1% | +8.4% | -9.5% | -2.1% |
| 30D | +0.1% | -17.4% | +17.6% | +2.1% |
| 3M | +7.1% | -9.8% | +16.9% | +6.7% |
| 6M | +4.3% | +83.0% | -78.7% | -7.3% |
| YTD | -6.9% | +69.6% | -76.5% | -17.1% |
| 1Y | -10.3% | +144.9% | -155.2% | -25.5% |
| 3Y | +32.8% | +429.9% | -397.0% | -10.6% |
| 5Y | -41.5% | +169.2% | -210.6% | -60.7% |
| All | -41.5% | +168.3% | -209.7% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling