-29.8%
DIS vs SITM
+63.2%
-93.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.6% | -7.6% | +1.0% |
| 7D | +5.3% | +9.4% | -4.1% | +3.9% |
| 30D | +10.2% | -25.4% | +35.6% | +13.2% |
| 3M | +13.5% | -37.0% | +50.5% | +18.1% |
| 6M | +11.1% | -45.1% | +56.3% | +15.9% |
| YTD | +5.5% | +29.4% | -23.9% | -4.3% |
| 1Y | +9.1% | +39.8% | -30.7% | -2.5% |
| 3Y | +36.0% | +328.2% | -292.2% | -7.8% |
| 5Y | -29.8% | +87.4% | -117.2% | -50.7% |
| All | -29.8% | +63.2% | -93.1% | -50.7% |
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